+4,046.8%
WCN vs UTHR
+8,658.1%
-4,611.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +2.6% | +5.2% | -2.6% | +2.2% |
| 30D | +23.9% | +9.5% | +14.5% | +23.0% |
| 3M | +17.4% | +17.9% | -0.5% | +15.6% |
| 6M | +28.0% | +2.0% | +26.0% | +27.6% |
| YTD | +11.6% | +21.3% | -9.8% | +9.3% |
| 1Y | +16.9% | +27.9% | -11.0% | +14.0% |
| 3Y | +51.6% | +162.3% | -110.7% | +37.4% |
| 5Y | +48.0% | +190.7% | -142.8% | +32.1% |
| 10Y | +322.6% | +365.5% | -42.9% | +254.5% |
| All | +4,046.8% | +8,658.1% | -4,611.3% | +3,431.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling