+134.2%
WCC vs UEC
+156.3%
-22.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.0% | -0.6% | +1.8% |
| 7D | +8.5% | +2.6% | +5.9% | +7.9% |
| 30D | -1.0% | +5.6% | -6.6% | -2.4% |
| 3M | +2.1% | -5.7% | +7.8% | +2.1% |
| 6M | +36.8% | -8.0% | +44.9% | +36.4% |
| YTD | +47.7% | +1.8% | +45.9% | +43.4% |
| 1Y | +66.5% | +0.6% | +65.9% | +58.3% |
| 3Y | +134.2% | +155.2% | -21.0% | +79.7% |
| All | +134.2% | +156.3% | -22.1% | +79.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling