+365.6%
WULF vs UTHR
+7,408.4%
-7,042.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.8% | -5.9% | -4.1% |
| 7D | +15.6% | +3.0% | +12.6% | +15.5% |
| 30D | +5.7% | -4.3% | +10.1% | +5.9% |
| 3M | -32.3% | -8.4% | -23.9% | -32.1% |
| 6M | +23.7% | -4.2% | +27.9% | +23.8% |
| YTD | +49.1% | +4.0% | +45.1% | +48.8% |
| 1Y | +66.3% | +25.5% | +40.8% | +64.7% |
| 3Y | +851.7% | +125.1% | +726.5% | +827.6% |
| 5Y | -30.9% | +140.3% | -171.3% | -32.9% |
| 10Y | +86.9% | +322.5% | -235.6% | +81.1% |
| All | +365.6% | +7,408.4% | -7,042.8% | +428.4% |
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