-98.6%
FCUV vs WST
+344.2%
-442.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +3.1% |
| 7D | -66.5% | +1.8% | -68.3% | -66.5% |
| 30D | +5.0% | -1.7% | +6.7% | +5.7% |
| 3M | +63.8% | +4.9% | +58.9% | +62.2% |
| 6M | -67.8% | +45.5% | -113.4% | -70.7% |
| YTD | -82.4% | +26.1% | -108.5% | -83.5% |
| 1Y | -94.7% | +31.7% | -126.4% | -95.1% |
| 3Y | -99.3% | -12.1% | -87.2% | -99.3% |
| 5Y | -99.9% | -23.6% | -76.3% | -99.9% |
| All | -98.6% | +344.2% | -442.8% | -98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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