+101.0%
WY vs UTHR
+8,658.1%
-8,557.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | -0.8% | +5.2% | -6.0% | -1.4% |
| 30D | +10.1% | +9.5% | +0.6% | +8.8% |
| 3M | -15.4% | +17.9% | -33.3% | -17.3% |
| 6M | -8.3% | +2.0% | -10.3% | -8.8% |
| YTD | -9.8% | +21.3% | -31.1% | -12.6% |
| 1Y | -3.9% | +27.9% | -31.8% | -7.5% |
| 3Y | -23.3% | +162.3% | -185.7% | -34.1% |
| 5Y | -31.2% | +190.7% | -222.0% | -42.2% |
| 10Y | +5.5% | +365.5% | -360.0% | -18.4% |
| All | +101.0% | +8,658.1% | -8,557.1% | +22.6% |
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