+264.1%
WAT vs FCUV
-87.2%
+351.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -13.7% | +12.7% | -1.0% |
| 7D | -1.3% | +62.8% | -64.1% | -1.4% |
| 30D | +2.3% | +66.5% | -64.2% | +2.2% |
| 3M | +8.7% | +459.9% | -451.2% | +7.9% |
| 6M | +28.3% | -12.4% | +40.7% | +27.7% |
| YTD | +7.8% | -47.5% | +55.3% | +7.3% |
| 1Y | +36.6% | -80.5% | +117.1% | +36.2% |
| 3Y | +45.7% | -97.6% | +143.3% | +45.3% |
| 5Y | -3.3% | -99.5% | +96.2% | -3.5% |
| 10Y | +162.1% | -95.8% | +257.9% | +163.1% |
| All | +264.1% | -87.2% | +351.3% | +269.3% |
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 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