+323.0%
WFC vs UEC
+8.7%
+314.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | -1.3% | +0.6% | -1.8% | -1.4% |
| 30D | +3.6% | -18.1% | +21.7% | +5.4% |
| 3M | -1.3% | -36.9% | +35.6% | +2.7% |
| 6M | +18.0% | -56.1% | +74.1% | +26.3% |
| YTD | -5.9% | -38.1% | +32.2% | -3.9% |
| 1Y | +1.8% | -41.7% | +43.5% | +4.2% |
| 3Y | +125.0% | +28.2% | +96.8% | +102.8% |
| 5Y | +92.0% | +31.7% | +60.3% | +63.1% |
| 10Y | +117.9% | +685.9% | -568.0% | +36.2% |
| All | +323.0% | +8.7% | +314.3% | +130.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling