+281.4%
WMB vs FCUV
-98.2%
+379.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +136.0% | -136.5% | -0.7% |
| 7D | +7.8% | +148.8% | -141.0% | +7.6% |
| 30D | -5.1% | +95.0% | -100.1% | -5.3% |
| 3M | -4.7% | +27.8% | -32.5% | -5.0% |
| 6M | -7.4% | +121.0% | -128.4% | -8.3% |
| YTD | +17.5% | -78.1% | +95.6% | +16.6% |
| 1Y | +19.5% | -94.3% | +113.7% | +18.9% |
| 3Y | +121.3% | -98.9% | +220.2% | +119.8% |
| 5Y | +200.5% | -99.7% | +300.2% | +198.8% |
| All | +281.4% | -98.2% | +379.6% | +278.4% |
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