+335.8%
WST vs UTHR
+310.6%
+25.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.5% |
| 7D | -1.7% | +3.0% | -4.7% | -2.2% |
| 30D | -4.3% | -4.3% | 0.0% | -3.7% |
| 3M | +0.7% | -8.4% | +9.1% | +2.1% |
| 6M | +36.0% | -4.2% | +40.2% | +36.4% |
| YTD | +22.7% | +4.0% | +18.7% | +21.0% |
| 1Y | +34.1% | +25.5% | +8.6% | +27.9% |
| 3Y | -13.6% | +125.1% | -138.7% | -28.4% |
| 5Y | -26.0% | +140.3% | -166.3% | -40.7% |
| 10Y | +335.8% | +322.5% | +13.3% | +182.5% |
| All | +335.8% | +310.6% | +25.2% | +182.5% |
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