+843.9%
WULF vs UTHR
+124.0%
+719.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.6% | -5.2% | -5.7% |
| 7D | -0.6% | +2.8% | -3.3% | -1.1% |
| 30D | -3.6% | -2.3% | -1.4% | -3.2% |
| 3M | -30.4% | -7.4% | -23.0% | -29.4% |
| 6M | +12.5% | -6.0% | +18.4% | +13.7% |
| YTD | +40.5% | +3.4% | +37.1% | +38.6% |
| 1Y | +53.0% | +27.1% | +25.9% | +41.6% |
| All | +843.9% | +124.0% | +719.9% | +740.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling