+22.9%
ITW vs UEC
-46.3%
+69.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.9% | +7.3% | +2.5% |
| 7D | +6.3% | -13.8% | +20.1% | +6.6% |
| 30D | +11.1% | -23.1% | +34.2% | +11.7% |
| 3M | +0.1% | -31.5% | +31.6% | +0.8% |
| 6M | +18.1% | -51.5% | +69.6% | +19.9% |
| YTD | +21.4% | -38.4% | +59.8% | +22.9% |
| 1Y | +22.9% | -44.7% | +67.6% | +23.9% |
| All | +22.9% | -46.3% | +69.2% | +23.9% |
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