-23.8%
WU vs UTHR
+1,807.6%
-1,831.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.6% | -2.9% |
| 7D | -0.8% | -2.9% | +2.0% | -0.4% |
| 30D | -1.1% | -7.6% | +6.5% | +0.1% |
| 3M | -1.8% | -8.6% | +6.8% | -0.3% |
| 6M | -23.9% | +4.1% | -28.1% | -24.9% |
| YTD | -20.4% | +2.2% | -22.6% | -21.3% |
| 1Y | -10.6% | +26.2% | -36.8% | -15.0% |
| 3Y | -27.7% | +121.2% | -148.9% | -39.5% |
| 5Y | -51.1% | +136.5% | -187.7% | -60.3% |
| 10Y | -40.7% | +300.1% | -340.8% | -59.0% |
| All | -23.8% | +1,807.6% | -1,831.4% | -62.4% |
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