+193.2%
WEC vs UTHR
+362.9%
-169.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.3% |
| 7D | -0.5% | -2.1% | +1.6% | -0.4% |
| 30D | +12.0% | +8.3% | +3.7% | +11.4% |
| 3M | +11.1% | +15.5% | -4.5% | +9.9% |
| 6M | +6.0% | +4.5% | +1.5% | +5.6% |
| YTD | +14.3% | +22.2% | -8.0% | +12.4% |
| 1Y | +8.0% | +29.7% | -21.7% | +5.8% |
| 3Y | +62.8% | +167.3% | -104.5% | +48.8% |
| 5Y | +55.3% | +196.5% | -141.2% | +40.1% |
| 10Y | +193.2% | +369.0% | -175.9% | +148.3% |
| All | +193.2% | +362.9% | -169.8% | +148.3% |
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