+53.9%
WM vs UTHR
+133.0%
-79.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | -0.3% | -5.4% | +5.1% | 0.0% |
| 30D | -2.4% | -6.0% | +3.7% | -2.0% |
| 3M | +0.4% | -11.0% | +11.4% | +1.1% |
| 6M | -9.5% | -0.5% | -9.0% | -9.6% |
| YTD | +0.5% | +0.1% | +0.4% | +0.2% |
| 1Y | -1.1% | +28.2% | -29.2% | -3.1% |
| 3Y | +46.0% | +113.8% | -67.8% | +34.5% |
| All | +53.9% | +133.0% | -79.1% | +39.4% |
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