+30.7%
WOLF vs UEC
-15.1%
+45.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.2% | +0.4% |
| 7D | +9.8% | +2.6% | +7.2% | +8.4% |
| 30D | -12.1% | +5.6% | -17.7% | -15.6% |
| 3M | -47.9% | -5.7% | -42.2% | -47.2% |
| 6M | +74.3% | -8.0% | +82.3% | +80.7% |
| YTD | +65.9% | +1.8% | +64.1% | +68.3% |
| All | +30.7% | -15.1% | +45.8% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling