+45.7%
WM vs UTHR
+157.2%
-111.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | +0.1% |
| 7D | -0.5% | -2.3% | +1.8% | -0.4% |
| 30D | +13.3% | +6.1% | +7.2% | +13.1% |
| 3M | +4.4% | +8.1% | -3.7% | +4.2% |
| 6M | +10.8% | +3.1% | +7.7% | +10.7% |
| YTD | +9.1% | +19.5% | -10.5% | +8.4% |
| 1Y | +19.1% | +29.7% | -10.6% | +18.0% |
| 3Y | +45.7% | +162.7% | -117.0% | +40.0% |
| All | +45.7% | +157.2% | -111.6% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling