+82.7%
WULF vs UEC
+885.8%
-803.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.2% | +8.9% | +4.8% |
| 7D | +1.4% | -9.4% | +10.8% | +3.4% |
| 30D | -2.6% | -8.0% | +5.4% | -1.3% |
| 3M | -34.0% | -1.7% | -32.3% | -33.8% |
| 6M | +10.0% | -26.1% | +36.1% | +15.8% |
| YTD | +45.7% | -10.5% | +56.2% | +48.8% |
| 1Y | +57.3% | -13.3% | +70.6% | +61.4% |
| 3Y | +878.9% | +116.4% | +762.6% | +761.9% |
| 5Y | -28.3% | +225.5% | -253.9% | -39.6% |
| All | +82.7% | +885.8% | -803.2% | +48.4% |
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