+3,417.6%
WCN vs UTHR
+7,123.9%
-3,706.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -1.1% |
| 7D | -0.6% | -5.4% | +4.8% | -0.2% |
| 30D | +0.4% | -6.0% | +6.5% | +0.9% |
| 3M | +7.3% | -11.0% | +18.3% | +8.3% |
| 6M | -2.5% | -0.5% | -2.0% | -2.6% |
| YTD | -5.4% | +0.1% | -5.4% | -5.7% |
| 1Y | -8.5% | +28.2% | -36.6% | -10.7% |
| 3Y | +20.8% | +113.8% | -93.0% | +11.5% |
| 5Y | +30.0% | +131.3% | -101.3% | +18.4% |
| 10Y | +238.4% | +296.7% | -58.3% | +187.9% |
| All | +3,417.6% | +7,123.9% | -3,706.2% | +2,947.9% |
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 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