+184.4%
SW vs UEC
+696.7%
-512.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.9% | +6.3% | +0.7% |
| 7D | +2.2% | -5.2% | +7.3% | +2.3% |
| 30D | +7.4% | -22.0% | +29.4% | +8.5% |
| 3M | -5.9% | -37.0% | +31.1% | -4.1% |
| 6M | +9.0% | -52.7% | +61.7% | +12.1% |
| YTD | +18.1% | -38.6% | +56.7% | +19.7% |
| 1Y | +28.7% | -44.6% | +73.3% | +30.7% |
| 3Y | +48.8% | +27.1% | +21.6% | +44.1% |
| 5Y | +2.5% | +37.9% | -35.4% | -2.8% |
| 10Y | +184.4% | +631.6% | -447.2% | +141.0% |
| All | +184.4% | +696.7% | -512.2% | +141.0% |
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 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