+619.8%
WING vs UTHR
+366.4%
+253.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.4% |
| 7D | -3.9% | +4.9% | -8.8% | -4.6% |
| 30D | +26.6% | +9.2% | +17.5% | +25.0% |
| 3M | +42.5% | +15.9% | +26.6% | +38.9% |
| 6M | +29.4% | +2.0% | +27.4% | +28.5% |
| YTD | -32.8% | +21.8% | -54.5% | -35.5% |
| 1Y | -33.5% | +28.6% | -62.0% | -36.7% |
| 3Y | -23.4% | +166.2% | -189.6% | -39.0% |
| 5Y | -0.4% | +191.8% | -192.2% | -24.5% |
| All | +619.8% | +366.4% | +253.4% | +352.6% |
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 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