+28.3%
WOLF vs UEC
-17.6%
+45.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.3% | +5.4% | +5.5% |
| 7D | +9.7% | -6.9% | +16.6% | +13.5% |
| 30D | +12.5% | +7.6% | +4.9% | +7.3% |
| 3M | -57.7% | -18.4% | -39.3% | -54.3% |
| 6M | +37.7% | -23.3% | +61.0% | +49.5% |
| YTD | +62.8% | -1.2% | +64.0% | +67.7% |
| All | +28.3% | -17.6% | +45.9% | +37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling