-98.6%
FCUV vs WCC
+541.6%
-640.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.7% | -0.5% | +3.0% |
| 7D | -66.5% | +1.5% | -68.0% | -66.6% |
| 30D | +5.0% | -2.1% | +7.1% | +4.6% |
| 3M | +63.8% | +3.8% | +60.0% | +61.9% |
| 6M | -67.8% | +35.0% | -102.8% | -69.2% |
| YTD | -82.4% | +46.4% | -128.8% | -83.3% |
| 1Y | -94.7% | +63.0% | -157.7% | -95.0% |
| 3Y | -99.3% | +133.9% | -233.2% | -99.3% |
| 5Y | -99.9% | +226.5% | -326.4% | -99.9% |
| All | -98.6% | +541.6% | -640.2% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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