+462.3%
WM vs FCUV
-87.2%
+549.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -13.7% | +12.4% | -1.2% |
| 7D | -0.3% | +62.8% | -63.1% | -0.3% |
| 30D | -2.4% | +66.5% | -68.9% | -2.4% |
| 3M | +0.4% | +459.9% | -459.5% | +0.5% |
| 6M | -9.5% | -12.4% | +2.9% | -9.5% |
| YTD | +0.5% | -47.5% | +48.0% | +0.5% |
| 1Y | -1.1% | -80.5% | +79.4% | -1.1% |
| 3Y | +46.0% | -97.6% | +143.7% | +46.0% |
| 5Y | +51.8% | -99.5% | +151.4% | +51.8% |
| 10Y | +307.5% | -95.8% | +403.3% | +309.2% |
| All | +462.3% | -87.2% | +549.6% | +469.5% |
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