-40.4%
WU vs UEC
+885.8%
-926.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.2% | +5.8% | +0.9% |
| 7D | -3.5% | -9.4% | +6.0% | -2.8% |
| 30D | -2.9% | -8.0% | +5.1% | -2.6% |
| 3M | -2.3% | -1.7% | -0.6% | -2.5% |
| 6M | -25.4% | -26.1% | +0.8% | -24.5% |
| YTD | -21.2% | -10.5% | -10.7% | -21.9% |
| 1Y | -8.9% | -13.3% | +4.4% | -10.1% |
| 3Y | -29.0% | +116.4% | -145.3% | -37.0% |
| 5Y | -50.7% | +225.5% | -276.3% | -59.9% |
| All | -40.4% | +885.8% | -926.2% | -61.2% |
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