+209.9%
WELL vs UEC
+37.5%
+172.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.1% | -9.2% | +0.9% |
| 7D | +3.5% | +1.5% | +2.0% | +3.5% |
| 30D | +9.7% | -17.1% | +26.8% | +9.8% |
| 3M | +4.8% | -32.3% | +37.1% | +5.0% |
| 6M | +16.1% | -49.7% | +65.8% | +16.9% |
| YTD | +34.7% | -34.8% | +69.5% | +34.2% |
| 1Y | +31.9% | -37.5% | +69.5% | +31.4% |
| 3Y | +209.9% | +37.1% | +172.8% | +180.8% |
| All | +209.9% | +37.5% | +172.3% | +180.8% |
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