+744.9%
WFC vs UTHR
+8,724.6%
-7,979.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | -1.3% | -2.1% | +0.8% | -1.0% |
| 30D | +3.6% | +8.3% | -4.7% | +2.5% |
| 3M | -1.3% | +15.5% | -16.9% | -3.4% |
| 6M | +18.0% | +4.5% | +13.4% | +16.9% |
| YTD | -5.9% | +22.2% | -28.1% | -9.0% |
| 1Y | +1.8% | +29.7% | -27.9% | -2.4% |
| 3Y | +125.0% | +167.3% | -42.3% | +92.1% |
| 5Y | +92.0% | +196.5% | -104.5% | +60.2% |
| 10Y | +117.9% | +369.0% | -251.1% | +66.8% |
| All | +744.9% | +8,724.6% | -7,979.7% | +392.4% |
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