+529.4%
GWW vs FCUV
-95.9%
+625.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.0% | +6.2% | -0.8% |
| 7D | -0.5% | -63.8% | +63.3% | -0.4% |
| 30D | -1.4% | -14.7% | +13.2% | -1.5% |
| 3M | -3.6% | +65.3% | -69.0% | -4.3% |
| 6M | +15.1% | -68.5% | +83.6% | +14.4% |
| YTD | +27.5% | -83.0% | +110.5% | +26.8% |
| 1Y | +29.6% | -94.4% | +124.0% | +29.0% |
| 3Y | +90.1% | -99.3% | +189.3% | +89.2% |
| 5Y | +222.6% | -99.9% | +322.5% | +221.2% |
| 10Y | +566.5% | -98.6% | +665.1% | +557.1% |
| All | +529.4% | -95.9% | +625.2% | +518.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling