+5,025.2%
WST vs UTHR
+7,123.9%
-2,098.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +0.7% | -5.4% | +6.1% | +1.3% |
| 30D | -3.1% | -6.0% | +2.9% | -2.5% |
| 3M | +7.2% | -11.0% | +18.2% | +8.5% |
| 6M | +36.8% | -0.5% | +37.3% | +36.5% |
| YTD | +23.8% | +0.1% | +23.8% | +23.3% |
| 1Y | +37.8% | +28.2% | +9.6% | +33.4% |
| 3Y | -15.9% | +113.8% | -129.7% | -24.2% |
| 5Y | -25.8% | +131.3% | -157.1% | -34.3% |
| 10Y | +319.6% | +296.7% | +22.9% | +242.9% |
| All | +5,025.2% | +7,123.9% | -2,098.7% | +3,401.6% |
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