+457.5%
WMB vs UTHR
+7,123.9%
-6,666.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.2% |
| 7D | +0.6% | -5.4% | +6.0% | +1.6% |
| 30D | +3.3% | -6.0% | +9.3% | +4.4% |
| 3M | +3.1% | -11.0% | +14.1% | +5.2% |
| 6M | -0.7% | -0.5% | -0.2% | -1.3% |
| YTD | +25.2% | +0.1% | +25.1% | +23.9% |
| 1Y | +32.9% | +28.2% | +4.7% | +25.0% |
| 3Y | +140.6% | +113.8% | +26.7% | +98.4% |
| 5Y | +273.5% | +131.3% | +142.1% | +198.1% |
| 10Y | +334.2% | +296.7% | +37.5% | +198.3% |
| All | +457.5% | +7,123.9% | -6,666.4% | +85.2% |
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