+147.7%
WMB vs FCUV
-99.2%
+247.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.0% | +6.1% | -0.9% |
| 7D | 0.0% | -63.8% | +63.7% | +0.1% |
| 30D | +4.6% | -14.7% | +19.3% | +4.4% |
| 3M | +5.7% | +65.3% | -59.6% | +4.3% |
| 6M | +4.2% | -68.5% | +72.7% | +3.5% |
| YTD | +26.8% | -83.0% | +109.9% | +26.6% |
| 1Y | +34.7% | -94.4% | +129.1% | +35.3% |
| All | +147.7% | -99.2% | +247.0% | +152.4% |
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 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