-99.9%
FCUV vs WST
-27.5%
-72.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.2% | -6.8% | -6.9% |
| 7D | -63.8% | -1.7% | -62.1% | -63.3% |
| 30D | -14.7% | -4.3% | -10.4% | -12.9% |
| 3M | +65.3% | +0.7% | +64.6% | +65.3% |
| 6M | -68.5% | +36.0% | -104.5% | -72.2% |
| YTD | -83.0% | +22.7% | -105.8% | -84.4% |
| 1Y | -94.4% | +34.1% | -128.5% | -95.0% |
| 3Y | -99.3% | -13.6% | -85.7% | -99.3% |
| 5Y | -99.9% | -26.0% | -73.9% | -99.9% |
| All | -99.9% | -27.5% | -72.3% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling