+142.7%
WFC vs UTHR
+319.3%
-176.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | -0.1% |
| 7D | +0.3% | +2.8% | -2.5% | -0.3% |
| 30D | +2.3% | -2.3% | +4.5% | +2.6% |
| 3M | +9.8% | -7.4% | +17.1% | +11.3% |
| 6M | +15.6% | -6.0% | +21.5% | +16.4% |
| YTD | -2.4% | +3.4% | -5.9% | -4.0% |
| 1Y | +13.8% | +27.1% | -13.3% | +6.8% |
| 3Y | +134.6% | +123.8% | +10.8% | +85.4% |
| 5Y | +127.9% | +139.6% | -11.7% | +73.0% |
| All | +142.7% | +319.3% | -176.6% | +40.9% |
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