+313.2%
WMB vs UTHR
+310.6%
+2.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.2% |
| 7D | 0.0% | +3.0% | -3.0% | -0.6% |
| 30D | +4.6% | -4.3% | +8.9% | +5.4% |
| 3M | +5.7% | -8.4% | +14.1% | +7.3% |
| 6M | +4.2% | -4.2% | +8.4% | +4.5% |
| YTD | +26.8% | +4.0% | +22.8% | +24.5% |
| 1Y | +34.7% | +25.5% | +9.2% | +26.9% |
| 3Y | +146.8% | +125.1% | +21.7% | +94.9% |
| 5Y | +285.0% | +140.3% | +144.7% | +191.2% |
| 10Y | +313.2% | +322.5% | -9.3% | +139.4% |
| All | +313.2% | +310.6% | +2.6% | +139.4% |
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 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