+349.9%
WELL vs FCUV
-98.6%
+448.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.5% | -0.1% |
| 7D | -2.2% | -72.0% | +69.7% | -2.1% |
| 30D | +4.7% | -8.0% | +12.7% | +4.6% |
| 3M | +11.9% | +66.3% | -54.3% | +11.1% |
| 6M | +14.3% | -75.3% | +89.6% | +13.8% |
| YTD | +28.4% | -83.0% | +111.3% | +27.8% |
| 1Y | +42.3% | -94.7% | +136.9% | +42.0% |
| 3Y | +202.6% | -99.3% | +301.8% | +201.7% |
| 5Y | +206.5% | -99.9% | +306.4% | +206.2% |
| All | +349.9% | -98.6% | +448.6% | +344.9% |
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