+324.8%
WM vs UTHR
+362.9%
-38.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +1.1% |
| 7D | +0.8% | -2.1% | +2.9% | +0.9% |
| 30D | +13.8% | +8.3% | +5.5% | +13.0% |
| 3M | +6.4% | +15.5% | -9.2% | +4.8% |
| 6M | +13.2% | +4.5% | +8.7% | +12.6% |
| YTD | +10.8% | +22.2% | -11.5% | +8.2% |
| 1Y | +20.2% | +29.7% | -9.5% | +16.7% |
| 3Y | +46.5% | +167.3% | -120.9% | +29.3% |
| 5Y | +61.3% | +196.5% | -135.2% | +39.4% |
| 10Y | +324.8% | +369.0% | -44.3% | +230.3% |
| All | +324.8% | +362.9% | -38.2% | +230.3% |
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