+167.9%
WAT vs UEC
+908.7%
-740.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.7% |
| 7D | -1.8% | -0.2% | -1.6% | -1.8% |
| 30D | -1.7% | +1.9% | -3.6% | -1.9% |
| 3M | +9.1% | +8.9% | +0.1% | +7.9% |
| 6M | +32.4% | -14.5% | +46.9% | +32.5% |
| YTD | +6.6% | -0.7% | +7.3% | +4.7% |
| 1Y | +34.7% | -4.1% | +38.8% | +31.4% |
| 3Y | +53.6% | +148.9% | -95.3% | +32.2% |
| 5Y | -4.1% | +300.0% | -304.1% | -24.8% |
| 10Y | +167.9% | +994.3% | -826.5% | +65.1% |
| All | +167.9% | +908.7% | -740.8% | +65.1% |
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