-95.6%
FCUV vs WU
-26.1%
-69.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | -2.5% | -62.7% | -67.1% |
| 7D | -47.9% | -0.8% | -47.1% | -50.3% |
| 30D | +13.7% | -1.1% | +14.8% | +8.7% |
| 3M | +97.0% | -1.8% | +98.8% | +95.6% |
| 6M | -66.1% | -23.9% | -42.2% | -64.0% |
| YTD | -81.8% | -20.4% | -61.4% | -80.8% |
| 1Y | -93.3% | -10.6% | -82.7% | -93.2% |
| 3Y | -99.2% | -27.7% | -71.5% | -99.2% |
| 5Y | -99.9% | -51.1% | -48.7% | -99.8% |
| 10Y | -98.5% | -40.7% | -57.8% | -98.4% |
| All | -95.6% | -26.1% | -69.5% | -94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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