+31.2%
WEC vs UTHR
+140.7%
-109.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.0% |
| 7D | +0.4% | +3.0% | -2.6% | +0.2% |
| 30D | +0.9% | -4.3% | +5.2% | +1.2% |
| 3M | -5.3% | -8.4% | +3.0% | -4.8% |
| 6M | -6.6% | -4.2% | -2.3% | -6.4% |
| YTD | +3.3% | +4.0% | -0.8% | +2.7% |
| 1Y | +2.1% | +25.5% | -23.4% | +0.1% |
| 3Y | +39.6% | +125.1% | -85.5% | +25.8% |
| 5Y | +31.2% | +140.3% | -109.2% | +15.6% |
| All | +31.2% | +140.7% | -109.6% | +15.6% |
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