+507.5%
WCC vs UEC
+939.6%
-432.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.0% | +1.8% | -2.2% |
| 7D | +1.7% | -4.3% | +5.9% | +2.6% |
| 30D | -6.1% | -3.8% | -2.2% | -5.6% |
| 3M | +3.1% | +17.0% | -13.9% | -0.6% |
| 6M | +28.2% | -23.9% | +52.1% | +33.0% |
| YTD | +41.1% | -5.7% | +46.7% | +39.0% |
| 1Y | +61.3% | -12.5% | +73.8% | +58.1% |
| 3Y | +123.6% | +136.5% | -12.8% | +69.5% |
| 5Y | +214.8% | +243.3% | -28.5% | +99.5% |
| All | +507.5% | +939.6% | -432.1% | +146.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling