+266.3%
WPM vs UTHR
+140.7%
+125.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.9% |
| 7D | +3.9% | +3.0% | +0.9% | +3.6% |
| 30D | +17.7% | -4.3% | +22.0% | +18.2% |
| 3M | +39.4% | -8.4% | +47.8% | +40.6% |
| 6M | +6.4% | -4.2% | +10.6% | +6.9% |
| YTD | +34.0% | +4.0% | +30.0% | +33.4% |
| 1Y | +50.5% | +25.5% | +25.0% | +47.3% |
| 3Y | +280.3% | +125.1% | +155.2% | +245.0% |
| 5Y | +266.3% | +140.3% | +126.0% | +224.3% |
| All | +266.3% | +140.7% | +125.6% | +224.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling