+201.1%
WBD vs UEC
+74.4%
+126.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.5% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | +3.9% | +1.9% | +1.9% | +3.4% |
| 3M | +5.1% | +8.9% | -3.8% | +3.3% |
| 6M | +0.6% | -14.5% | +15.0% | +0.5% |
| YTD | -3.2% | -0.7% | -2.5% | -5.7% |
| 1Y | +127.7% | -4.1% | +131.7% | +119.2% |
| 3Y | +146.6% | +148.9% | -2.4% | +104.3% |
| 5Y | +4.2% | +300.0% | -295.8% | -21.9% |
| 10Y | +13.7% | +994.3% | -980.7% | -32.0% |
| All | +201.1% | +74.4% | +126.7% | +46.6% |
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