+1,359.8%
WDC vs UEC
+156.3%
+1,203.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.0% | -0.9% | +1.3% |
| 7D | +6.0% | +2.6% | +3.4% | +5.3% |
| 30D | +9.9% | +5.6% | +4.3% | +7.4% |
| 3M | -9.4% | -5.7% | -3.7% | -9.4% |
| 6M | +94.7% | -8.0% | +102.8% | +94.0% |
| YTD | +177.4% | +1.8% | +175.6% | +173.0% |
| 1Y | +412.6% | +0.6% | +412.0% | +395.6% |
| 3Y | +1,359.8% | +155.2% | +1,204.6% | +1,014.4% |
| All | +1,359.8% | +156.3% | +1,203.5% | +1,014.4% |
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