-99.8%
FCUV vs WTW
+42.0%
-141.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.2% | +3.2% |
| 7D | -66.5% | -5.7% | -60.8% | -65.2% |
| 30D | +5.0% | -7.3% | +12.2% | +9.6% |
| 3M | +63.8% | +21.5% | +42.3% | +57.2% |
| 6M | -67.8% | +9.6% | -77.5% | -68.4% |
| YTD | -82.4% | -3.3% | -79.1% | -82.1% |
| 1Y | -94.7% | -6.1% | -88.6% | -94.6% |
| 3Y | -99.3% | +61.8% | -161.1% | -99.4% |
| All | -99.8% | +42.0% | -141.8% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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