+291.5%
WDAY vs UTHR
+952.7%
-661.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -4.8% | +4.9% | -9.6% | -5.6% |
| 30D | +2.5% | +9.2% | -6.7% | +0.7% |
| 3M | +8.8% | +15.9% | -7.2% | +5.2% |
| 6M | +60.7% | +2.0% | +58.7% | +59.2% |
| YTD | -11.2% | +21.8% | -33.0% | -16.0% |
| 1Y | -15.6% | +28.6% | -44.2% | -21.1% |
| 3Y | -17.1% | +166.2% | -183.4% | -36.9% |
| 5Y | -35.7% | +191.8% | -227.5% | -53.1% |
| 10Y | +130.4% | +367.2% | -236.8% | +38.1% |
| All | +291.5% | +952.7% | -661.2% | +93.0% |
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 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