+682.0%
WDC vs UTHR
+366.4%
+315.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +16.3% | +4.9% | +11.4% | +14.8% |
| 30D | -18.3% | +9.2% | -27.4% | -19.9% |
| 3M | -31.4% | +15.9% | -47.4% | -34.2% |
| 6M | -36.3% | +2.0% | -38.3% | -36.8% |
| YTD | +80.8% | +21.8% | +59.1% | +69.2% |
| 1Y | +87.7% | +28.6% | +59.2% | +72.9% |
| 3Y | +819.4% | +166.2% | +653.2% | +543.6% |
| 5Y | +583.2% | +191.8% | +391.4% | +343.5% |
| All | +682.0% | +366.4% | +315.6% | +295.2% |
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