-97.7%
FCUV vs WST
+745.8%
-843.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.5% |
| 7D | +2.4% | +4.9% | -2.5% | +1.0% |
| 30D | -25.9% | +10.7% | -36.6% | -28.0% |
| 3M | -44.8% | +16.8% | -61.6% | -47.0% |
| 6M | -3.5% | +32.0% | -35.4% | -10.1% |
| YTD | -90.7% | +49.9% | -140.7% | -91.8% |
| 1Y | -97.9% | +50.6% | -148.5% | -98.1% |
| 3Y | -99.5% | +21.4% | -121.0% | -99.6% |
| 5Y | -99.9% | -0.6% | -99.3% | -99.9% |
| 10Y | -99.3% | +449.4% | -548.7% | -99.4% |
| All | -97.7% | +745.8% | -843.5% | -98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling