-42.0%
WU vs UTHR
+190.6%
-232.6%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.4% |
| 7D | -2.0% | +5.2% | -7.2% | -2.6% |
| 30D | +11.4% | +9.5% | +1.9% | +10.0% |
| 3M | -6.8% | +17.9% | -24.8% | -9.1% |
| 6M | -14.6% | +2.0% | -16.6% | -15.1% |
| YTD | -20.6% | +21.3% | -42.0% | -23.2% |
| 1Y | -15.4% | +27.9% | -43.2% | -18.6% |
| 3Y | -23.6% | +162.3% | -186.0% | -34.3% |
| All | -42.0% | +190.6% | -232.6% | -53.7% |
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