-22.1%
WULF vs UTHR
+40.6%
-62.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.2% | -7.8% | -6.7% |
| 7D | -12.8% | +3.8% | -16.6% | -12.9% |
| 30D | -20.9% | +13.4% | -34.3% | -21.3% |
| 3M | -38.0% | +17.3% | -55.3% | -38.3% |
| 6M | -47.5% | +4.7% | -52.2% | -47.2% |
| YTD | +1.8% | +24.9% | -23.1% | +1.5% |
| 1Y | -22.1% | +39.1% | -61.2% | -33.7% |
| All | -22.1% | +40.6% | -62.7% | -33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling