+467.1%
WCC vs UEC
+73.5%
+393.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.8% |
| 7D | +4.5% | -6.9% | +11.4% | +5.6% |
| 30D | -5.8% | +7.6% | -13.4% | -7.1% |
| 3M | -3.7% | -18.4% | +14.7% | -1.3% |
| 6M | +23.1% | -23.3% | +46.3% | +26.5% |
| YTD | +44.2% | -1.2% | +45.4% | +41.8% |
| 1Y | +62.1% | +2.3% | +59.8% | +56.2% |
| 3Y | +121.1% | +162.3% | -41.2% | +77.6% |
| 5Y | +214.0% | +287.2% | -73.3% | +122.2% |
| 10Y | +472.8% | +1,009.6% | -536.8% | +208.3% |
| All | +467.1% | +73.5% | +393.6% | +144.0% |
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