+127.9%
WFC vs FCUV
-95.6%
+223.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -65.2% | +63.0% | -2.2% |
| 7D | +1.1% | -47.9% | +49.0% | +1.1% |
| 30D | +0.8% | +13.7% | -12.8% | +0.7% |
| 3M | +9.3% | +97.0% | -87.7% | +8.7% |
| 6M | +10.6% | -66.1% | +76.7% | +10.1% |
| YTD | -4.1% | -81.8% | +77.7% | -4.5% |
| 1Y | +13.6% | -93.3% | +106.9% | +13.1% |
| 3Y | +130.7% | -99.2% | +229.9% | +129.7% |
| 5Y | +126.7% | -99.9% | +226.6% | +125.5% |
| 10Y | +132.1% | -98.5% | +230.7% | +132.5% |
| All | +127.9% | -95.6% | +223.4% | +131.0% |
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