-98.6%
FCUV vs WSM
+1,071.8%
-1,170.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.1% | +3.2% |
| 7D | -66.5% | -0.5% | -65.9% | -66.5% |
| 30D | +5.0% | -7.7% | +12.7% | +5.3% |
| 3M | +63.8% | +3.8% | +60.0% | +62.4% |
| 6M | -67.8% | +22.7% | -90.5% | -68.7% |
| YTD | -82.4% | +28.0% | -110.4% | -82.9% |
| 1Y | -94.7% | +12.7% | -107.5% | -94.8% |
| 3Y | -99.3% | +231.3% | -330.5% | -99.3% |
| 5Y | -99.9% | +177.2% | -277.0% | -99.9% |
| All | -98.6% | +1,071.8% | -1,170.3% | -98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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