+126.3%
WFC vs FCUV
-98.9%
+225.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +136.0% | -135.7% | -0.5% |
| 7D | +2.5% | +148.8% | -146.3% | +1.6% |
| 30D | +7.0% | +95.0% | -88.0% | +6.2% |
| 3M | -1.8% | +27.8% | -29.6% | -2.6% |
| 6M | +18.4% | +121.0% | -102.6% | +14.2% |
| YTD | -5.6% | -78.1% | +72.6% | -5.8% |
| 1Y | +3.9% | -94.3% | +98.1% | +5.8% |
| 3Y | +126.3% | -98.9% | +225.2% | +127.8% |
| All | +126.3% | -98.9% | +225.2% | +127.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling