+302.9%
WM vs FCUV
-98.5%
+401.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -65.2% | +64.7% | -0.5% |
| 7D | -0.9% | -47.9% | +47.0% | -0.9% |
| 30D | -4.3% | +13.7% | -18.0% | -4.3% |
| 3M | +0.8% | +97.0% | -96.2% | +0.7% |
| 6M | -10.8% | -66.1% | +55.4% | -10.8% |
| YTD | -0.1% | -81.8% | +81.7% | -0.1% |
| 1Y | +1.0% | -93.3% | +94.3% | +0.9% |
| 3Y | +45.1% | -99.2% | +144.3% | +45.0% |
| 5Y | +52.1% | -99.9% | +152.0% | +52.0% |
| 10Y | +302.9% | -98.5% | +401.5% | +303.6% |
| All | +302.9% | -98.5% | +401.5% | +303.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling