-24.7%
WULF vs UTHR
+135.8%
-160.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.3% | +5.1% | +4.0% |
| 7D | +1.4% | +1.9% | -0.6% | +0.9% |
| 30D | -2.6% | -2.9% | +0.2% | -2.0% |
| 3M | -34.0% | -8.9% | -25.1% | -32.6% |
| 6M | +10.0% | -8.7% | +18.7% | +12.0% |
| YTD | +45.7% | +2.0% | +43.7% | +43.6% |
| 1Y | +57.3% | +22.8% | +34.5% | +45.7% |
| 3Y | +878.9% | +120.6% | +758.3% | +656.3% |
| All | -24.7% | +135.8% | -160.5% | -47.0% |
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