+58.3%
WY vs UEC
+78.8%
-20.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.5% | -1.8% |
| 7D | -2.1% | +2.6% | -4.6% | -2.3% |
| 30D | -10.5% | +5.6% | -16.1% | -11.2% |
| 3M | -4.9% | -5.7% | +0.8% | -5.1% |
| 6M | -4.9% | -8.0% | +3.1% | -5.7% |
| YTD | -1.7% | +1.8% | -3.5% | -4.2% |
| 1Y | -9.4% | +0.6% | -10.0% | -12.9% |
| 3Y | -22.3% | +155.2% | -177.5% | -36.1% |
| 5Y | -20.5% | +305.8% | -326.3% | -42.2% |
| 10Y | +4.9% | +943.0% | -938.1% | -39.7% |
| All | +58.3% | +78.8% | -20.5% | -25.4% |
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