-24.7%
WULF vs UEC
+198.6%
-223.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.2% | +8.9% | +5.7% |
| 7D | +1.4% | -9.4% | +10.8% | +5.3% |
| 30D | -2.6% | -8.0% | +5.4% | -0.3% |
| 3M | -34.0% | -1.7% | -32.3% | -34.0% |
| 6M | +10.0% | -26.1% | +36.1% | +20.3% |
| YTD | +45.7% | -10.5% | +56.2% | +48.8% |
| 1Y | +57.3% | -13.3% | +70.6% | +61.1% |
| 3Y | +878.9% | +116.4% | +762.6% | +586.8% |
| All | -24.7% | +198.6% | -223.3% | -54.5% |
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