-14.2%
WBD vs FCUV
-95.9%
+81.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.0% | +6.3% | -0.7% |
| 7D | -1.7% | -63.8% | +62.1% | -1.4% |
| 30D | +3.9% | -14.7% | +18.5% | +3.6% |
| 3M | +5.1% | +65.3% | -60.2% | +2.4% |
| 6M | +0.6% | -68.5% | +69.1% | -1.5% |
| YTD | -3.2% | -83.0% | +79.9% | -4.9% |
| 1Y | +127.7% | -94.4% | +222.1% | +124.4% |
| 3Y | +146.6% | -99.3% | +245.8% | +143.0% |
| 5Y | +4.2% | -99.9% | +104.0% | +3.0% |
| 10Y | +13.7% | -98.6% | +112.3% | +9.4% |
| All | -14.2% | -95.9% | +81.7% | -17.0% |
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