+142.4%
WFC vs UEC
+908.7%
-766.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.4% | +2.2% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | +2.5% | +1.9% | +0.5% | +1.8% |
| 3M | +10.0% | +8.9% | +1.1% | +7.8% |
| 6M | +15.1% | -14.5% | +29.5% | +14.9% |
| YTD | -2.2% | -0.7% | -1.5% | -5.2% |
| 1Y | +13.5% | -4.1% | +17.5% | +9.1% |
| 3Y | +135.2% | +148.9% | -13.7% | +87.4% |
| 5Y | +128.3% | +300.0% | -171.7% | +54.3% |
| 10Y | +142.4% | +994.3% | -852.0% | +6.9% |
| All | +142.4% | +908.7% | -766.3% | +6.9% |
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