+403.2%
WMB vs UTHR
+8,529.0%
-8,125.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.6% | +0.1% | +3.0% |
| 7D | -6.7% | -2.3% | -4.4% | -6.2% |
| 30D | -8.6% | +6.1% | -14.6% | -9.6% |
| 3M | -4.9% | +8.1% | -13.0% | -6.7% |
| 6M | -6.3% | +3.1% | -9.4% | -7.3% |
| YTD | +13.0% | +19.5% | -6.6% | +7.8% |
| 1Y | +14.9% | +29.7% | -14.8% | +7.8% |
| 3Y | +113.4% | +162.7% | -49.3% | +68.7% |
| 5Y | +190.2% | +192.8% | -2.6% | +120.9% |
| 10Y | +259.9% | +348.1% | -88.3% | +141.2% |
| All | +403.2% | +8,529.0% | -8,125.8% | +61.1% |
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