-26.4%
WDAY vs UTHR
+121.0%
-147.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.7% | +0.3% |
| 7D | -5.2% | +1.9% | -7.1% | -5.2% |
| 30D | +5.9% | -2.9% | +8.8% | +6.0% |
| 3M | +42.3% | -8.9% | +51.1% | +42.6% |
| 6M | +34.7% | -8.7% | +43.5% | +34.6% |
| YTD | -13.5% | +2.0% | -15.6% | -14.3% |
| 1Y | -18.1% | +22.8% | -40.9% | -19.8% |
| 3Y | -26.4% | +120.6% | -147.0% | -34.0% |
| All | -26.4% | +121.0% | -147.3% | -34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling