+527.9%
WCC vs UEC
+994.3%
-466.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.8% |
| 7D | +6.8% | -0.2% | +7.0% | +6.8% |
| 30D | -3.0% | +1.9% | -4.9% | -3.6% |
| 3M | +0.2% | +8.9% | -8.7% | -2.1% |
| 6M | +33.2% | -14.5% | +47.6% | +34.9% |
| YTD | +45.8% | -0.7% | +46.5% | +42.2% |
| 1Y | +68.4% | -4.1% | +72.4% | +62.0% |
| 3Y | +131.1% | +148.9% | -17.8% | +73.3% |
| 5Y | +225.6% | +300.0% | -74.4% | +99.9% |
| All | +527.9% | +994.3% | -466.5% | +151.9% |
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