+669.4%
WDC vs FCUV
-95.6%
+765.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -65.2% | +67.4% | +2.3% |
| 7D | +6.0% | -47.9% | +53.9% | +6.0% |
| 30D | +9.9% | +13.7% | -3.7% | +9.7% |
| 3M | -9.4% | +97.0% | -106.4% | -10.3% |
| 6M | +94.7% | -66.1% | +160.8% | +93.3% |
| YTD | +177.4% | -81.8% | +259.1% | +175.6% |
| 1Y | +412.6% | -93.3% | +505.9% | +410.1% |
| 3Y | +1,359.8% | -99.2% | +1,459.0% | +1,351.9% |
| 5Y | +992.6% | -99.9% | +1,092.4% | +986.2% |
| 10Y | +1,245.5% | -98.5% | +1,344.0% | +1,290.6% |
| All | +669.4% | -95.6% | +765.0% | +714.0% |
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