+223.4%
WEC vs FCUV
-95.6%
+318.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -65.2% | +66.3% | +1.1% |
| 7D | +0.8% | -47.9% | +48.7% | +0.8% |
| 30D | +0.3% | +13.7% | -13.3% | +0.3% |
| 3M | -2.9% | +97.0% | -99.9% | -3.0% |
| 6M | -5.9% | -66.1% | +60.2% | -6.0% |
| YTD | +4.1% | -81.8% | +85.9% | +4.1% |
| 1Y | +3.1% | -93.3% | +96.4% | +3.2% |
| 3Y | +40.8% | -99.2% | +140.0% | +40.8% |
| 5Y | +31.7% | -99.9% | +131.6% | +31.8% |
| 10Y | +141.1% | -98.5% | +239.6% | +141.9% |
| All | +223.4% | -95.6% | +318.9% | +229.4% |
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