+27.2%
WCN vs UTHR
+140.7%
-113.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -2.9% | -1.3% |
| 7D | -1.7% | +3.0% | -4.7% | -1.9% |
| 30D | -3.0% | -4.3% | +1.3% | -2.7% |
| 3M | +2.5% | -8.4% | +10.9% | +3.1% |
| 6M | -5.7% | -4.2% | -1.5% | -5.5% |
| YTD | -7.4% | +4.0% | -11.5% | -7.9% |
| 1Y | -8.6% | +25.5% | -34.1% | -10.2% |
| 3Y | +19.4% | +125.1% | -105.7% | +8.7% |
| 5Y | +27.2% | +140.3% | -113.1% | +16.9% |
| All | +27.2% | +140.7% | -113.5% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UTHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling