+188.3%
ITW vs UEC
+885.8%
-697.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.2% | +6.3% | +1.6% |
| 7D | -0.7% | -9.4% | +8.7% | +0.1% |
| 30D | -8.3% | -8.0% | -0.3% | -7.9% |
| 3M | +6.0% | -1.7% | +7.7% | +5.7% |
| 6M | 0.0% | -26.1% | +26.1% | +1.2% |
| YTD | +10.2% | -10.5% | +20.8% | +9.0% |
| 1Y | +3.2% | -13.3% | +16.5% | +1.3% |
| 3Y | +21.0% | +116.4% | -95.4% | +4.0% |
| 5Y | +37.9% | +225.5% | -187.6% | +6.3% |
| All | +188.3% | +885.8% | -697.6% | +61.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling