+642.9%
WDC vs UTHR
+364.7%
+278.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -4.9% |
| 7D | +12.1% | +5.2% | +6.9% | +10.6% |
| 30D | -18.8% | +9.5% | -28.3% | -20.5% |
| 3M | -39.3% | +17.9% | -57.2% | -42.0% |
| 6M | -40.1% | +2.0% | -42.1% | -40.6% |
| YTD | +71.8% | +21.3% | +50.5% | +61.0% |
| 1Y | +88.5% | +27.9% | +60.6% | +73.9% |
| 3Y | +770.0% | +162.3% | +607.6% | +512.0% |
| 5Y | +549.0% | +190.7% | +358.3% | +321.7% |
| All | +642.9% | +364.7% | +278.2% | +275.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling