+951.2%
WM vs UEC
+73.5%
+877.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -0.3% | -6.9% | +6.6% | 0.0% |
| 30D | -2.4% | +7.6% | -10.0% | -2.9% |
| 3M | +0.4% | -18.4% | +18.8% | +0.9% |
| 6M | -9.5% | -23.3% | +13.8% | -9.2% |
| YTD | +0.5% | -1.2% | +1.7% | -0.8% |
| 1Y | -1.1% | +2.3% | -3.4% | -3.2% |
| 3Y | +46.0% | +162.3% | -116.2% | +32.5% |
| 5Y | +51.8% | +287.2% | -235.4% | +29.9% |
| 10Y | +307.5% | +1,009.6% | -702.1% | +203.8% |
| All | +951.2% | +73.5% | +877.7% | +578.1% |
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