-27.0%
WST vs UEC
+278.7%
-305.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -0.9% |
| 7D | -0.3% | +2.6% | -2.9% | -0.5% |
| 30D | -4.6% | +5.6% | -10.2% | -5.2% |
| 3M | +5.7% | -5.7% | +11.4% | +5.5% |
| 6M | +37.6% | -8.0% | +45.6% | +36.5% |
| YTD | +23.0% | +1.8% | +21.2% | +20.2% |
| 1Y | +33.8% | +0.6% | +33.2% | +29.5% |
| 3Y | -13.4% | +155.2% | -168.5% | -27.4% |
| 5Y | -27.0% | +305.8% | -332.8% | -42.2% |
| All | -27.0% | +278.7% | -305.6% | -42.2% |
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 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