+991.6%
WDC vs UTHR
+140.7%
+850.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.7% | +0.8% |
| 7D | +7.5% | +3.0% | +4.5% | +7.0% |
| 30D | +10.1% | -4.3% | +14.4% | +10.7% |
| 3M | -6.8% | -8.4% | +1.6% | -5.9% |
| 6M | +84.1% | -4.2% | +88.4% | +84.1% |
| YTD | +180.3% | +4.0% | +176.2% | +176.3% |
| 1Y | +411.1% | +25.5% | +385.6% | +391.2% |
| 3Y | +1,375.0% | +125.1% | +1,249.9% | +1,180.2% |
| 5Y | +991.6% | +140.3% | +851.2% | +785.2% |
| All | +991.6% | +140.7% | +850.8% | +785.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling