+46.2%
WM vs FCUV
-99.6%
+145.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -2.1% |
| 7D | +1.2% | -13.0% | +14.2% | +1.2% |
| 30D | +13.1% | -36.9% | +50.0% | +13.1% |
| 3M | +3.6% | -65.3% | +69.0% | +3.6% |
| 6M | +8.1% | -32.9% | +41.0% | +8.1% |
| YTD | +8.9% | -91.2% | +100.1% | +8.3% |
| 1Y | +20.3% | -98.2% | +118.5% | +19.1% |
| 3Y | +46.2% | -99.6% | +145.8% | +46.3% |
| All | +46.2% | -99.6% | +145.8% | +46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling