+11,806.1%
WDC vs UTHR
+7,123.9%
+4,682.2%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.5% | +6.4% | +6.0% |
| 7D | +1.7% | -5.4% | +7.1% | +3.0% |
| 30D | -10.0% | -6.0% | -3.9% | -8.9% |
| 3M | -18.8% | -11.0% | -7.8% | -16.9% |
| 6M | +79.0% | -0.5% | +79.6% | +77.4% |
| YTD | +171.6% | +0.1% | +171.5% | +168.8% |
| 1Y | +417.4% | +28.2% | +389.2% | +383.2% |
| 3Y | +1,251.8% | +113.8% | +1,138.0% | +978.7% |
| 5Y | +911.7% | +131.3% | +780.4% | +675.8% |
| 10Y | +1,399.6% | +296.7% | +1,102.9% | +875.6% |
| All | +11,806.1% | +7,123.9% | +4,682.2% | +5,749.2% |
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 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