-98.6%
FCUV vs WPM
+558.4%
-657.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.1% | +1.2% | +3.3% |
| 7D | -66.5% | -0.6% | -65.9% | -66.5% |
| 30D | +5.0% | +14.4% | -9.4% | +5.3% |
| 3M | +63.8% | +37.0% | +26.8% | +63.2% |
| 6M | -67.8% | +4.1% | -72.0% | -66.6% |
| YTD | -82.4% | +31.7% | -114.1% | -82.5% |
| 1Y | -94.7% | +44.2% | -138.9% | -94.9% |
| 3Y | -99.3% | +265.5% | -364.7% | -99.4% |
| 5Y | -99.9% | +262.5% | -362.3% | -99.9% |
| All | -98.6% | +558.4% | -657.0% | -99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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