+335.8%
WST vs UEC
+908.7%
-572.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.1% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | -4.3% | +1.9% | -6.2% | -4.6% |
| 3M | +0.7% | +8.9% | -8.2% | -0.4% |
| 6M | +36.0% | -14.5% | +50.5% | +35.9% |
| YTD | +22.7% | -0.7% | +23.4% | +20.5% |
| 1Y | +34.1% | -4.1% | +38.2% | +30.8% |
| 3Y | -13.6% | +148.9% | -162.5% | -25.1% |
| 5Y | -26.0% | +300.0% | -326.0% | -40.7% |
| 10Y | +335.8% | +994.3% | -658.6% | +191.2% |
| All | +335.8% | +908.7% | -572.9% | +191.2% |
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