+340.9%
WFC vs UEC
+73.5%
+267.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | +3.8% | -6.9% | +10.7% | +4.5% |
| 30D | +1.5% | +7.6% | -6.2% | +0.4% |
| 3M | +10.9% | -18.4% | +29.3% | +12.1% |
| 6M | +8.4% | -23.3% | +31.7% | +9.5% |
| YTD | -1.9% | -1.2% | -0.7% | -4.1% |
| 1Y | +12.3% | +2.3% | +10.0% | +8.4% |
| 3Y | +132.3% | +162.3% | -29.9% | +94.7% |
| 5Y | +130.1% | +287.2% | -157.2% | +74.0% |
| 10Y | +134.4% | +1,009.6% | -875.2% | +41.6% |
| All | +340.9% | +73.5% | +267.4% | +129.9% |
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 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