+23.7%
WULF vs UEC
-7.4%
+31.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.6% | -2.9% |
| 7D | +15.6% | -0.2% | +15.8% | +15.8% |
| 30D | +5.7% | +1.9% | +3.8% | +3.8% |
| 3M | -32.3% | +8.9% | -41.2% | -36.4% |
| 6M | +23.7% | -14.5% | +38.1% | +25.7% |
| All | +23.7% | -7.4% | +31.1% | +25.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling