+4.7%
WY vs UEC
+885.8%
-881.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.2% | +5.5% | +1.0% |
| 7D | -4.2% | -9.4% | +5.3% | -2.9% |
| 30D | -10.1% | -8.0% | -2.1% | -9.4% |
| 3M | -8.5% | -1.7% | -6.8% | -9.0% |
| 6M | -3.3% | -26.1% | +22.8% | -1.5% |
| YTD | -4.4% | -10.5% | +6.1% | -6.0% |
| 1Y | -11.5% | -13.3% | +1.8% | -14.1% |
| 3Y | -24.3% | +116.4% | -140.7% | -40.5% |
| 5Y | -21.3% | +225.5% | -246.9% | -48.1% |
| All | +4.7% | +885.8% | -881.1% | -56.6% |
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