+133.3%
WULF vs UEC
+78.8%
+54.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +3.0% | +5.1% | +7.9% |
| 7D | +21.9% | +2.6% | +19.3% | +21.6% |
| 30D | +4.6% | +5.6% | -1.0% | +3.8% |
| 3M | -30.9% | -5.7% | -25.2% | -30.6% |
| 6M | +29.9% | -8.0% | +37.9% | +30.7% |
| YTD | +55.4% | +1.8% | +53.6% | +55.4% |
| 1Y | +94.1% | +0.6% | +93.5% | +94.4% |
| 3Y | +892.2% | +155.2% | +737.1% | +821.3% |
| 5Y | -26.7% | +305.8% | -332.6% | -33.7% |
| 10Y | +94.0% | +943.0% | -849.0% | +66.1% |
| All | +133.3% | +78.8% | +54.5% | +74.7% |
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 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