+426.4%
WCC vs UEC
+631.2%
-204.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.9% | +5.9% | +1.2% |
| 7D | +14.2% | +4.9% | +9.3% | +13.0% |
| 30D | -9.8% | -17.5% | +7.6% | -6.2% |
| 3M | -10.1% | -40.1% | +30.0% | -0.7% |
| 6M | -9.4% | -56.1% | +46.7% | +5.2% |
| YTD | +34.4% | -41.8% | +76.2% | +45.8% |
| 1Y | +23.3% | -44.8% | +68.1% | +34.3% |
| 3Y | +137.9% | +20.6% | +117.4% | +107.1% |
| 5Y | +144.0% | +24.3% | +119.7% | +91.2% |
| All | +426.4% | +631.2% | -204.8% | +142.9% |
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