-40.4%
WU vs UTHR
+313.7%
-354.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.8% |
| 7D | -3.5% | +1.9% | -5.4% | -3.8% |
| 30D | -2.9% | -2.9% | -0.1% | -2.6% |
| 3M | -2.3% | -8.9% | +6.6% | -1.0% |
| 6M | -25.4% | -8.7% | -16.6% | -24.6% |
| YTD | -21.2% | +2.0% | -23.2% | -21.9% |
| 1Y | -8.9% | +22.8% | -31.7% | -12.2% |
| 3Y | -29.0% | +120.6% | -149.6% | -38.4% |
| 5Y | -50.7% | +136.4% | -187.2% | -58.5% |
| All | -40.4% | +313.7% | -354.1% | -57.1% |
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 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