+311.0%
WAT vs FCUV
-97.7%
+408.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.8% |
| 7D | +2.0% | +2.4% | -0.4% | +2.0% |
| 30D | +7.7% | -25.9% | +33.6% | +7.7% |
| 3M | +11.1% | -44.8% | +55.8% | +11.1% |
| 6M | +31.2% | -3.5% | +34.7% | +30.5% |
| YTD | +21.7% | -90.7% | +112.4% | +21.4% |
| 1Y | +19.3% | -97.9% | +117.2% | +19.3% |
| 3Y | +80.6% | -99.5% | +180.1% | +80.4% |
| 5Y | +29.5% | -99.9% | +129.4% | +29.5% |
| 10Y | +225.3% | -99.3% | +324.5% | +227.1% |
| All | +311.0% | -97.7% | +408.8% | +317.7% |
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