+179.3%
WSM vs UEC
+198.6%
-19.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +26.0% |
| 1Y | +12.7% | -13.3% | +26.0% | +9.6% |
| 3Y | +231.3% | +116.4% | +114.9% | +158.6% |
| All | +179.3% | +198.6% | -19.3% | +90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling