+0.3%
WM vs FCUV
-94.0%
+94.3%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.0% | +6.4% | -0.6% |
| 7D | -1.2% | -63.8% | +62.6% | -1.2% |
| 30D | -4.5% | -14.7% | +10.2% | -4.5% |
| 3M | -2.2% | +65.3% | -67.5% | -2.6% |
| 6M | -11.5% | -68.5% | +57.0% | -13.1% |
| YTD | -0.7% | -83.0% | +82.4% | -2.7% |
| 1Y | +0.3% | -94.4% | +94.8% | -2.8% |
| All | +0.3% | -94.0% | +94.3% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling