+356.5%
WELL vs UEC
+908.7%
-552.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.9% | -0.4% |
| 7D | -1.1% | -0.2% | -1.0% | -1.1% |
| 30D | +0.7% | +1.9% | -1.2% | +0.4% |
| 3M | +14.5% | +8.9% | +5.6% | +12.9% |
| 6M | +14.4% | -14.5% | +28.9% | +14.2% |
| YTD | +28.5% | -0.7% | +29.1% | +25.5% |
| 1Y | +41.8% | -4.1% | +45.8% | +37.4% |
| 3Y | +202.8% | +148.9% | +53.9% | +154.7% |
| 5Y | +208.8% | +300.0% | -91.2% | +128.8% |
| 10Y | +356.5% | +994.3% | -637.8% | +153.5% |
| All | +356.5% | +908.7% | -552.2% | +153.5% |
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