+561.8%
GWW vs FCUV
-98.6%
+660.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | +0.7% |
| 7D | -3.4% | -66.5% | +63.1% | -3.2% |
| 30D | -1.9% | +5.0% | -6.9% | -2.0% |
| 3M | -2.4% | +63.8% | -66.2% | -3.2% |
| 6M | +15.7% | -67.8% | +83.6% | +15.0% |
| YTD | +27.6% | -82.4% | +110.0% | +26.8% |
| 1Y | +27.2% | -94.7% | +121.9% | +26.6% |
| 3Y | +89.7% | -99.3% | +188.9% | +88.7% |
| 5Y | +223.9% | -99.9% | +323.8% | +222.3% |
| All | +561.8% | -98.6% | +660.3% | +544.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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