+3.2%
ITW vs UEC
-16.4%
+19.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.2% | +6.3% | +1.2% |
| 7D | -0.7% | -9.4% | +8.7% | -0.6% |
| 30D | -8.3% | -8.0% | -0.3% | -8.3% |
| 3M | +6.0% | -1.7% | +7.7% | +6.1% |
| 6M | 0.0% | -26.1% | +26.1% | 0.0% |
| YTD | +10.2% | -10.5% | +20.8% | +11.3% |
| 1Y | +3.2% | -13.3% | +16.5% | +2.6% |
| All | +3.2% | -16.4% | +19.6% | +2.6% |
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 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