-30.8%
WDAY vs FCUV
-99.9%
+69.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.5% |
| 7D | -10.5% | -72.0% | +61.4% | -9.7% |
| 30D | +2.1% | -8.0% | +10.1% | +1.8% |
| 3M | +34.6% | +66.3% | -31.6% | +28.8% |
| 6M | +29.9% | -75.3% | +105.2% | +29.1% |
| YTD | -13.8% | -83.0% | +69.1% | -13.8% |
| 1Y | -18.3% | -94.7% | +76.4% | -16.4% |
| 3Y | -26.2% | -99.3% | +73.1% | -21.6% |
| 5Y | -30.8% | -99.9% | +69.0% | -23.8% |
| All | -30.8% | -99.9% | +69.0% | -23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling