-34.2%
WU vs UEC
+78.8%
-113.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.0% | -5.5% | -2.7% |
| 7D | -0.8% | +2.6% | -3.4% | -1.0% |
| 30D | -1.1% | +5.6% | -6.7% | -1.7% |
| 3M | -1.8% | -5.7% | +3.9% | -2.0% |
| 6M | -23.9% | -8.0% | -15.9% | -24.3% |
| YTD | -20.4% | +1.8% | -22.2% | -21.9% |
| 1Y | -10.6% | +0.6% | -11.2% | -12.8% |
| 3Y | -27.7% | +155.2% | -182.9% | -36.5% |
| 5Y | -51.1% | +305.8% | -356.9% | -60.6% |
| 10Y | -40.7% | +943.0% | -983.7% | -60.0% |
| All | -34.2% | +78.8% | -113.0% | -64.2% |
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 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