+2,093.3%
WSM vs UEC
+0.2%
+2,093.1%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.5% | +1.7% |
| 7D | 0.0% | -3.8% | +3.8% | +0.4% |
| 30D | +5.1% | -13.5% | +18.6% | +6.5% |
| 3M | +5.1% | -40.5% | +45.6% | +10.5% |
| 6M | +48.6% | -56.7% | +105.3% | +60.3% |
| YTD | +44.2% | -43.0% | +87.2% | +49.5% |
| 1Y | +38.1% | -42.5% | +80.6% | +42.4% |
| 3Y | +257.2% | +11.6% | +245.7% | +229.2% |
| 5Y | +165.1% | +21.8% | +143.3% | +130.3% |
| 10Y | +1,123.6% | +623.9% | +499.6% | +699.7% |
| All | +2,093.3% | +0.2% | +2,093.1% | +1,022.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling