+1,188.5%
WDC vs UEC
+885.8%
+302.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.2% | +2.2% | -1.9% |
| 7D | -4.3% | -9.4% | +5.1% | -2.3% |
| 30D | -1.5% | -8.0% | +6.5% | -0.4% |
| 3M | -15.5% | -1.7% | -13.8% | -15.5% |
| 6M | +66.5% | -26.1% | +92.6% | +74.4% |
| YTD | +159.9% | -10.5% | +170.4% | +162.6% |
| 1Y | +366.0% | -13.3% | +379.2% | +366.4% |
| 3Y | +1,285.8% | +116.4% | +1,169.5% | +998.2% |
| 5Y | +925.6% | +225.5% | +700.0% | +581.9% |
| All | +1,188.5% | +885.8% | +302.7% | +481.9% |
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