+59.7%
WM vs UTHR
+179.7%
-120.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.0% |
| 7D | +1.2% | -6.1% | +7.3% | +1.5% |
| 30D | +13.1% | +3.1% | +10.0% | +12.9% |
| 3M | +3.6% | +5.5% | -1.8% | +3.3% |
| 6M | +8.1% | -5.8% | +13.9% | +8.4% |
| YTD | +8.9% | +15.3% | -6.4% | +7.7% |
| 1Y | +20.3% | +23.8% | -3.5% | +18.4% |
| 3Y | +46.2% | +146.3% | -100.1% | +33.8% |
| All | +59.7% | +179.7% | -120.0% | +45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling