+7,432.5%
WDC vs UTHR
+8,658.1%
-1,225.5%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -4.9% |
| 7D | +12.1% | +5.2% | +6.9% | +10.8% |
| 30D | -18.8% | +9.5% | -28.3% | -20.3% |
| 3M | -39.3% | +17.9% | -57.2% | -41.6% |
| 6M | -40.1% | +2.0% | -42.1% | -40.6% |
| YTD | +71.8% | +21.3% | +50.5% | +62.9% |
| 1Y | +88.5% | +27.9% | +60.6% | +76.4% |
| 3Y | +770.0% | +162.3% | +607.6% | +563.6% |
| 5Y | +549.0% | +190.7% | +358.3% | +372.8% |
| 10Y | +650.3% | +365.5% | +284.8% | +371.7% |
| All | +7,432.5% | +8,658.1% | -1,225.5% | +3,443.7% |
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