+66.4%
UEC vs WTW
+354.3%
-287.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.6% | +1.1% | -0.7% |
| 7D | -0.2% | -7.1% | +6.9% | +3.5% |
| 30D | +1.9% | -8.5% | +10.5% | +6.3% |
| 3M | +8.9% | +20.6% | -11.6% | -2.1% |
| 6M | -14.5% | +7.2% | -21.7% | -20.0% |
| YTD | -0.7% | -3.9% | +3.2% | -2.6% |
| 1Y | -4.1% | -3.6% | -0.5% | -6.5% |
| 3Y | +148.9% | +60.7% | +88.3% | +73.6% |
| 5Y | +300.0% | +42.2% | +257.8% | +201.7% |
| 10Y | +994.3% | +195.5% | +798.9% | +456.5% |
| All | +66.4% | +354.3% | -287.8% | -40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling