-98.6%
FCUV vs WCN
+235.9%
-334.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.1% | +3.2% |
| 7D | -66.5% | -3.1% | -63.4% | -66.0% |
| 30D | +5.0% | -3.4% | +8.4% | +6.5% |
| 3M | +63.8% | +3.0% | +60.8% | +64.5% |
| 6M | -67.8% | -3.8% | -64.1% | -67.5% |
| YTD | -82.4% | -8.3% | -74.1% | -82.1% |
| 1Y | -94.7% | -9.7% | -85.0% | -94.6% |
| 3Y | -99.3% | +17.2% | -116.4% | -99.3% |
| 5Y | -99.9% | +25.3% | -125.1% | -99.9% |
| All | -98.6% | +235.9% | -334.5% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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