+100.5%
WMB vs UTHR
+150.6%
-50.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -13.8% | -6.1% | -7.7% | -13.6% |
| 30D | -10.3% | +3.1% | -13.5% | -10.3% |
| 3M | -10.1% | +5.5% | -15.5% | -10.1% |
| 6M | -11.8% | -5.8% | -6.0% | -11.6% |
| YTD | +8.9% | +15.3% | -6.4% | +8.3% |
| 1Y | +14.0% | +23.8% | -9.8% | +12.9% |
| 3Y | +100.5% | +146.3% | -45.8% | +83.7% |
| All | +100.5% | +150.6% | -50.0% | +83.7% |
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 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