+13.9%
WOLF vs UTHR
+17.4%
-3.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -0.6% | -7.2% | -7.6% |
| 7D | -6.2% | +2.8% | -9.0% | -6.9% |
| 30D | -16.5% | -2.3% | -14.2% | -16.1% |
| 3M | -42.0% | -7.4% | -34.6% | -41.1% |
| 6M | +51.8% | -6.0% | +57.8% | +54.2% |
| YTD | +44.6% | +3.4% | +41.2% | +43.1% |
| All | +13.9% | +17.4% | -3.5% | +20.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling