+458.6%
WST vs UEC
+616.1%
-157.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.4% |
| 7D | +4.2% | -3.8% | +8.0% | +4.5% |
| 30D | +11.2% | -13.5% | +24.7% | +12.3% |
| 3M | +20.4% | -40.5% | +60.9% | +24.6% |
| 6M | +37.9% | -56.7% | +94.6% | +45.3% |
| YTD | +51.8% | -43.0% | +94.8% | +55.0% |
| 1Y | +56.6% | -42.5% | +99.2% | +59.4% |
| 3Y | +24.2% | +11.6% | +12.7% | +14.9% |
| 5Y | +0.7% | +21.8% | -21.1% | -11.7% |
| All | +458.6% | +616.1% | -157.5% | +305.6% |
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 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