+95.8%
NWSA vs UEC
+220.2%
-124.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.1% | +4.7% | +2.9% |
| 7D | +2.2% | -3.8% | +6.0% | +2.5% |
| 30D | -8.8% | -13.5% | +4.7% | -7.6% |
| 3M | -6.5% | -40.5% | +34.0% | -2.3% |
| 6M | +1.5% | -56.7% | +58.2% | +8.4% |
| YTD | +4.0% | -43.0% | +47.0% | +6.5% |
| 1Y | +3.4% | -42.5% | +46.0% | +5.4% |
| 3Y | +34.8% | +11.6% | +23.3% | +22.0% |
| 5Y | +18.4% | +21.8% | -3.4% | 0.0% |
| 10Y | +149.2% | +623.9% | -474.7% | +54.1% |
| All | +95.8% | +220.2% | -124.3% | +20.9% |
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 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