+719.2%
ITW vs UEC
+78.8%
+640.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.6% | -0.8% |
| 7D | -0.4% | +2.6% | -3.0% | -0.7% |
| 30D | -9.4% | +5.6% | -15.0% | -10.0% |
| 3M | +7.1% | -5.7% | +12.8% | +6.9% |
| 6M | -1.9% | -8.0% | +6.2% | -2.5% |
| YTD | +10.4% | +1.8% | +8.6% | +8.3% |
| 1Y | +3.3% | +0.6% | +2.7% | +0.4% |
| 3Y | +21.0% | +155.2% | -134.1% | +5.0% |
| 5Y | +36.3% | +305.8% | -269.5% | +7.9% |
| 10Y | +185.8% | +943.0% | -757.2% | +86.8% |
| All | +719.2% | +78.8% | +640.4% | +366.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling