+328.7%
WM vs UTHR
+363.8%
-35.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | -0.2% |
| 7D | -0.5% | -2.3% | +1.8% | -0.3% |
| 30D | +13.3% | +6.1% | +7.2% | +12.7% |
| 3M | +4.4% | +8.1% | -3.7% | +3.5% |
| 6M | +10.8% | +3.1% | +7.7% | +10.3% |
| YTD | +9.1% | +19.5% | -10.5% | +6.7% |
| 1Y | +19.1% | +29.7% | -10.6% | +15.7% |
| 3Y | +45.7% | +162.7% | -117.0% | +28.8% |
| 5Y | +60.4% | +192.8% | -132.4% | +38.8% |
| 10Y | +328.7% | +348.1% | -19.4% | +235.9% |
| All | +328.7% | +363.8% | -35.1% | +235.9% |
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