+161.8%
WAT vs FCUV
-98.6%
+260.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.2% | -0.8% |
| 7D | -2.9% | -72.0% | +69.1% | -2.7% |
| 30D | -3.2% | -8.0% | +4.8% | -3.3% |
| 3M | +10.6% | +66.3% | -55.7% | +9.7% |
| 6M | +34.0% | -75.3% | +109.3% | +33.4% |
| YTD | +5.7% | -83.0% | +88.7% | +5.3% |
| 1Y | +37.1% | -94.7% | +131.7% | +36.8% |
| 3Y | +52.4% | -99.3% | +151.7% | +52.0% |
| 5Y | -4.4% | -99.9% | +95.4% | -4.5% |
| All | +161.8% | -98.6% | +260.4% | +162.8% |
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 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