+137.2%
NWSA vs UEC
+885.8%
-748.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.2% | +5.4% | +0.8% |
| 7D | -2.8% | -9.4% | +6.6% | -1.8% |
| 30D | +3.0% | -8.0% | +11.0% | +3.7% |
| 3M | +12.3% | -1.7% | +14.0% | +11.8% |
| 6M | +21.9% | -26.1% | +48.0% | +23.7% |
| YTD | +13.6% | -10.5% | +24.1% | +11.4% |
| 1Y | +0.5% | -13.3% | +13.8% | -2.3% |
| 3Y | +43.8% | +116.4% | -72.6% | +17.5% |
| 5Y | +41.2% | +225.5% | -184.4% | +0.9% |
| All | +137.2% | +885.8% | -748.7% | +18.7% |
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