+525.4%
WPM vs UTHR
+313.7%
+211.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.2% |
| 7D | -0.6% | +1.9% | -2.5% | -0.7% |
| 30D | +14.4% | -2.9% | +17.3% | +14.7% |
| 3M | +37.0% | -8.9% | +45.8% | +38.1% |
| 6M | +4.1% | -8.7% | +12.9% | +4.9% |
| YTD | +31.7% | +2.0% | +29.7% | +31.3% |
| 1Y | +44.2% | +22.8% | +21.4% | +41.4% |
| 3Y | +265.5% | +120.6% | +144.9% | +236.9% |
| 5Y | +262.5% | +136.4% | +126.1% | +229.9% |
| All | +525.4% | +313.7% | +211.7% | +446.8% |
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