+885.8%
UEC vs WTW
+198.0%
+687.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.1% | -5.2% | -5.2% |
| 7D | -9.4% | -5.7% | -3.7% | -6.9% |
| 30D | -8.0% | -7.3% | -0.8% | -4.8% |
| 3M | -1.7% | +21.5% | -23.2% | -11.9% |
| 6M | -26.1% | +9.6% | -35.8% | -31.6% |
| YTD | -10.5% | -3.3% | -7.2% | -12.0% |
| 1Y | -13.3% | -6.1% | -7.1% | -13.4% |
| 3Y | +116.4% | +61.8% | +54.5% | +40.8% |
| 5Y | +225.5% | +42.7% | +182.9% | +130.9% |
| All | +885.8% | +198.0% | +687.8% | +450.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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