+560.4%
WMB vs UEC
+4.1%
+556.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.8% | -7.1% | -1.2% |
| 7D | -13.8% | -10.2% | -3.6% | -12.5% |
| 30D | -10.3% | -26.9% | +16.6% | -6.6% |
| 3M | -10.1% | -35.7% | +25.6% | -5.2% |
| 6M | -11.8% | -56.1% | +44.3% | -3.5% |
| YTD | +8.9% | -40.8% | +49.7% | +12.6% |
| 1Y | +14.0% | -43.4% | +57.3% | +17.9% |
| 3Y | +100.5% | +25.4% | +75.2% | +75.0% |
| 5Y | +179.5% | +51.1% | +128.4% | +119.8% |
| 10Y | +272.7% | +695.4% | -422.7% | +91.7% |
| All | +560.4% | +4.1% | +556.3% | +196.7% |
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