+122.9%
WFC vs FCUV
-99.8%
+222.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.3% | +0.9% |
| 7D | +0.4% | -66.5% | +66.8% | +1.0% |
| 30D | +1.5% | +5.0% | -3.4% | +1.1% |
| 3M | +10.2% | +63.8% | -53.6% | +6.2% |
| 6M | +18.8% | -67.8% | +86.6% | +17.6% |
| YTD | -1.5% | -82.4% | +80.9% | -1.5% |
| 1Y | +13.5% | -94.7% | +108.3% | +16.0% |
| 3Y | +135.0% | -99.3% | +234.2% | +143.9% |
| All | +122.9% | -99.8% | +222.7% | +146.2% |
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