+1,952.0%
SHW vs UEC
+2.3%
+1,949.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.9% | +4.7% | -0.9% |
| 7D | +0.7% | +4.9% | -4.3% | +0.4% |
| 30D | +8.4% | -17.5% | +25.9% | +9.4% |
| 3M | -2.2% | -40.1% | +37.9% | +0.2% |
| 6M | +13.3% | -56.1% | +69.5% | +17.5% |
| YTD | +9.2% | -41.8% | +51.0% | +11.0% |
| 1Y | +2.9% | -44.8% | +47.7% | +4.7% |
| 3Y | +41.1% | +20.6% | +20.5% | +34.6% |
| 5Y | +11.0% | +24.3% | -13.4% | +2.6% |
| 10Y | +341.2% | +639.1% | -297.9% | +249.4% |
| All | +1,952.0% | +2.3% | +1,949.8% | +1,432.6% |
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 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