+86.1%
WULF vs UTHR
+23.3%
+62.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.3% | +1.7% |
| 7D | +7.6% | -5.4% | +13.0% | +7.3% |
| 30D | -8.6% | -6.0% | -2.6% | -8.8% |
| 3M | -37.0% | -11.0% | -26.0% | -37.3% |
| 6M | +7.4% | -0.5% | +7.9% | +9.9% |
| YTD | +43.7% | +0.1% | +43.6% | +47.3% |
| 1Y | +86.1% | +28.2% | +58.0% | +109.3% |
| All | +86.1% | +23.3% | +62.9% | +109.3% |
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