+292.2%
WAB vs FCUV
-98.6%
+390.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.3% | -2.2% | +1.1% |
| 7D | +0.1% | -66.5% | +66.6% | +0.2% |
| 30D | -4.1% | +5.0% | -9.0% | -4.1% |
| 3M | +8.2% | +63.8% | -55.6% | +8.0% |
| 6M | +15.4% | -67.8% | +83.2% | +15.3% |
| YTD | +33.1% | -82.4% | +115.6% | +33.1% |
| 1Y | +48.1% | -94.7% | +142.8% | +48.2% |
| 3Y | +167.7% | -99.3% | +267.0% | +167.9% |
| 5Y | +225.7% | -99.9% | +325.6% | +226.0% |
| All | +292.2% | -98.6% | +390.8% | +282.1% |
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