+295.4%
WMB vs FCUV
-98.6%
+394.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.1% |
| 7D | -1.7% | -72.0% | +70.3% | -1.5% |
| 30D | +0.7% | -8.0% | +8.7% | +0.6% |
| 3M | +1.5% | +66.3% | -64.7% | +0.7% |
| 6M | +0.1% | -75.3% | +75.4% | -0.6% |
| YTD | +22.9% | -83.0% | +105.9% | +22.2% |
| 1Y | +27.9% | -94.7% | +122.5% | +27.3% |
| 3Y | +139.1% | -99.3% | +238.4% | +137.9% |
| 5Y | +270.9% | -99.9% | +370.8% | +269.3% |
| All | +295.4% | -98.6% | +394.0% | +292.7% |
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