+4.7%
WY vs UTHR
+313.7%
-309.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.7% | +0.6% |
| 7D | -4.2% | +1.9% | -6.1% | -4.6% |
| 30D | -10.1% | -2.9% | -7.2% | -9.6% |
| 3M | -8.5% | -8.9% | +0.4% | -6.9% |
| 6M | -3.3% | -8.7% | +5.4% | -1.9% |
| YTD | -4.4% | +2.0% | -6.4% | -5.7% |
| 1Y | -11.5% | +22.8% | -34.3% | -16.4% |
| 3Y | -24.3% | +120.6% | -144.9% | -41.1% |
| 5Y | -21.3% | +136.4% | -157.7% | -41.5% |
| All | +4.7% | +313.7% | -309.0% | -41.9% |
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