+777.8%
WFC vs UTHR
+7,408.4%
-6,630.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.2% | +1.7% |
| 7D | +0.4% | +3.0% | -2.6% | 0.0% |
| 30D | +2.5% | -4.3% | +6.8% | +3.0% |
| 3M | +10.0% | -8.4% | +18.4% | +11.1% |
| 6M | +15.1% | -4.2% | +19.3% | +15.4% |
| YTD | -2.2% | +4.0% | -6.2% | -3.2% |
| 1Y | +13.5% | +25.5% | -12.1% | +9.3% |
| 3Y | +135.2% | +125.1% | +10.1% | +105.7% |
| 5Y | +128.3% | +140.3% | -12.0% | +96.3% |
| 10Y | +142.4% | +322.5% | -180.1% | +88.6% |
| All | +777.8% | +7,408.4% | -6,630.6% | +423.7% |
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