+4.2%
ITW vs UEC
-1.0%
+5.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.8% | -0.6% |
| 7D | -3.6% | -6.9% | +3.4% | -3.5% |
| 30D | -9.1% | +7.6% | -16.8% | -9.2% |
| 3M | +8.2% | -18.4% | +26.6% | +8.4% |
| 6M | -4.8% | -23.3% | +18.5% | -4.9% |
| YTD | +11.0% | -1.2% | +12.2% | +12.1% |
| 1Y | +4.2% | +2.3% | +1.9% | +4.2% |
| All | +4.2% | -1.0% | +5.3% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 1y: compounded portfolio wealth divided by compounded UEC 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…
1y analysis · Full analysis span regression · 6 months rolling