+1,043.3%
WSM vs UEC
+885.8%
+157.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.2% | +6.3% | +1.9% |
| 7D | -0.5% | -9.4% | +8.9% | +0.9% |
| 30D | -7.7% | -8.0% | +0.3% | -6.9% |
| 3M | +3.8% | -1.7% | +5.5% | +3.3% |
| 6M | +22.7% | -26.1% | +48.8% | +25.5% |
| YTD | +28.0% | -10.5% | +38.5% | +26.2% |
| 1Y | +12.7% | -13.3% | +26.0% | +9.9% |
| 3Y | +231.3% | +116.4% | +114.9% | +164.4% |
| 5Y | +177.2% | +225.5% | -48.4% | +91.9% |
| All | +1,043.3% | +885.8% | +157.5% | +443.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling