+309.3%
WAT vs FCUV
-94.7%
+404.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +136.0% | -136.4% | -0.6% |
| 7D | +0.6% | +148.8% | -148.2% | +0.4% |
| 30D | +5.4% | +95.0% | -89.6% | +5.3% |
| 3M | +11.3% | +27.8% | -16.5% | +11.1% |
| 6M | +37.4% | +121.0% | -83.6% | +36.4% |
| YTD | +21.2% | -78.1% | +99.3% | +20.7% |
| 1Y | +21.3% | -94.3% | +115.6% | +21.1% |
| 3Y | +83.4% | -98.9% | +182.3% | +82.9% |
| 5Y | +29.0% | -99.7% | +128.7% | +28.7% |
| 10Y | +223.9% | -98.2% | +322.1% | +225.1% |
| All | +309.3% | -94.7% | +404.0% | +315.2% |
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