+35.6%
WOLF vs UEC
-46.0%
+81.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -5.9% | +1.7% | -0.6% |
| 7D | +30.2% | +4.9% | +25.3% | +26.8% |
| 30D | -7.2% | -17.5% | +10.3% | +5.3% |
| 3M | -16.4% | -40.1% | +23.7% | +10.4% |
| 6M | -50.7% | -56.1% | +5.5% | -24.2% |
| YTD | +52.3% | -41.8% | +94.0% | +104.7% |
| 1Y | +35.6% | -44.8% | +80.4% | +86.3% |
| All | +35.6% | -46.0% | +81.6% | +86.3% |
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 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