+1,289.7%
WDC vs UTHR
+321.8%
+967.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.7% | +0.6% |
| 7D | +7.5% | +3.0% | +4.5% | +6.6% |
| 30D | +10.1% | -4.3% | +14.4% | +11.2% |
| 3M | -6.8% | -8.4% | +1.6% | -5.1% |
| 6M | +84.1% | -4.2% | +88.4% | +84.0% |
| YTD | +180.3% | +4.0% | +176.2% | +173.4% |
| 1Y | +411.1% | +25.5% | +385.6% | +372.7% |
| 3Y | +1,375.0% | +125.1% | +1,249.9% | +980.5% |
| 5Y | +991.6% | +140.3% | +851.2% | +650.8% |
| All | +1,289.7% | +321.8% | +967.9% | +583.4% |
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