-95.9%
FCUV vs WSM
+756.0%
-851.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.1% | -6.9% | -7.0% |
| 7D | -63.8% | +2.6% | -66.4% | -63.8% |
| 30D | -14.7% | -9.3% | -5.4% | -14.2% |
| 3M | +65.3% | +7.1% | +58.2% | +63.2% |
| 6M | -68.5% | +21.7% | -90.2% | -69.3% |
| YTD | -83.0% | +28.7% | -111.8% | -83.5% |
| 1Y | -94.4% | +13.9% | -108.3% | -94.5% |
| 3Y | -99.3% | +232.2% | -331.4% | -99.3% |
| 5Y | -99.9% | +176.4% | -276.3% | -99.9% |
| 10Y | -98.6% | +1,072.4% | -1,171.0% | -98.5% |
| All | -95.9% | +756.0% | -851.9% | -94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling