+596.2%
WM vs UTHR
+7,123.9%
-6,527.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | -0.3% | -5.4% | +5.1% | +0.1% |
| 30D | -2.4% | -6.0% | +3.7% | -1.9% |
| 3M | +0.4% | -11.0% | +11.4% | +1.3% |
| 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% | -3.3% |
| 3Y | +46.0% | +113.8% | -67.8% | +35.9% |
| 5Y | +51.8% | +131.3% | -79.5% | +39.6% |
| 10Y | +307.5% | +296.7% | +10.8% | +252.6% |
| All | +596.2% | +7,123.9% | -6,527.7% | +143.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling