+398.2%
WING vs UTHR
+313.7%
+84.4%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.3% | +7.3% | +6.2% |
| 7D | +7.2% | +1.9% | +5.3% | +6.9% |
| 30D | +4.8% | -2.9% | +7.6% | +5.1% |
| 3M | -23.7% | -8.9% | -14.8% | -22.7% |
| 6M | -43.6% | -8.7% | -34.8% | -43.0% |
| YTD | -50.6% | +2.0% | -52.6% | -51.2% |
| 1Y | -57.0% | +22.8% | -79.8% | -59.0% |
| 3Y | -28.3% | +120.6% | -148.9% | -41.3% |
| 5Y | -32.4% | +136.4% | -168.8% | -47.0% |
| All | +398.2% | +313.7% | +84.4% | +213.3% |
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