+239.8%
WAB vs FCUV
-95.6%
+335.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -65.2% | +65.8% | +0.6% |
| 7D | +1.7% | -47.9% | +49.6% | +1.7% |
| 30D | -2.4% | +13.7% | -16.1% | -2.4% |
| 3M | +9.7% | +97.0% | -87.3% | +9.6% |
| 6M | +16.5% | -66.1% | +82.6% | +16.5% |
| YTD | +33.7% | -81.8% | +115.5% | +33.8% |
| 1Y | +49.7% | -93.3% | +143.0% | +49.8% |
| 3Y | +170.9% | -99.2% | +270.1% | +171.2% |
| 5Y | +228.0% | -99.9% | +327.9% | +228.3% |
| 10Y | +284.8% | -98.5% | +383.3% | +287.6% |
| All | +239.8% | -95.6% | +335.4% | +244.8% |
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