+161.3%
WMB vs FCUV
-87.2%
+248.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -13.7% | +13.8% | +0.2% |
| 7D | +0.6% | +62.8% | -62.3% | +0.4% |
| 30D | +3.3% | +66.5% | -63.2% | +3.0% |
| 3M | +3.1% | +459.9% | -456.8% | +1.5% |
| 6M | -0.7% | -12.4% | +11.7% | -1.9% |
| YTD | +25.2% | -47.5% | +72.7% | +23.8% |
| 1Y | +32.9% | -80.5% | +113.4% | +31.7% |
| 3Y | +140.6% | -97.6% | +238.2% | +138.3% |
| 5Y | +273.5% | -99.5% | +373.0% | +270.8% |
| 10Y | +334.2% | -95.8% | +430.0% | +319.2% |
| All | +161.3% | -87.2% | +248.6% | +153.8% |
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