+755.0%
SW vs UEC
+444.3%
+310.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | -5.1% | -6.9% | +1.8% | -4.9% |
| 30D | -4.6% | +7.6% | -12.2% | -4.8% |
| 3M | +9.4% | -18.4% | +27.8% | +9.7% |
| 6M | +3.5% | -23.3% | +26.8% | +3.8% |
| YTD | +22.0% | -1.2% | +23.2% | +21.7% |
| 1Y | +2.2% | +2.3% | -0.1% | +1.7% |
| 3Y | +19.6% | +162.3% | -142.7% | +16.6% |
| 5Y | -2.3% | +287.2% | -289.6% | -5.6% |
| 10Y | +181.4% | +1,009.6% | -828.3% | +165.4% |
| All | +755.0% | +444.3% | +310.7% | +786.3% |
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