+482.1%
WWD vs UTHR
+313.7%
+168.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.7% |
| 7D | -2.6% | +1.9% | -4.5% | -3.0% |
| 30D | -6.9% | -2.9% | -4.1% | -6.4% |
| 3M | -13.0% | -8.9% | -4.2% | -11.3% |
| 6M | -12.5% | -8.7% | -3.7% | -11.0% |
| YTD | +11.8% | +2.0% | +9.8% | +10.5% |
| 1Y | +41.1% | +22.8% | +18.3% | +33.2% |
| 3Y | +163.1% | +120.6% | +42.4% | +106.6% |
| 5Y | +187.6% | +136.4% | +51.2% | +115.2% |
| All | +482.1% | +313.7% | +168.4% | +223.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling