+326.4%
WM vs FCUV
-99.3%
+425.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.6% | -4.3% | +0.3% |
| 7D | +1.2% | -15.3% | +16.5% | +1.2% |
| 30D | +13.7% | -29.7% | +43.4% | +13.7% |
| 3M | +5.2% | -54.5% | +59.7% | +5.2% |
| 6M | +11.2% | -26.7% | +37.9% | +11.1% |
| YTD | +9.4% | -91.0% | +100.4% | +9.4% |
| 1Y | +20.4% | -98.0% | +118.4% | +20.3% |
| 3Y | +44.7% | -99.5% | +144.2% | +44.6% |
| 5Y | +58.5% | -99.9% | +158.3% | +58.4% |
| 10Y | +326.4% | -99.3% | +425.6% | +327.1% |
| All | +326.4% | -99.3% | +425.6% | +327.1% |
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