+843.9%
WULF vs UEC
+134.5%
+709.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -5.0% | -0.8% | -3.6% |
| 7D | -0.6% | -4.3% | +3.7% | +1.5% |
| 30D | -3.6% | -3.8% | +0.2% | -2.8% |
| 3M | -30.4% | +17.0% | -47.4% | -35.5% |
| 6M | +12.5% | -23.9% | +36.4% | +22.5% |
| YTD | +40.5% | -5.7% | +46.1% | +40.4% |
| 1Y | +53.0% | -12.5% | +65.5% | +55.8% |
| All | +843.9% | +134.5% | +709.4% | +511.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling