+427.2%
WELL vs FCUV
-94.7%
+521.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +136.0% | -136.2% | -0.3% |
| 7D | +0.1% | +148.8% | -148.7% | 0.0% |
| 30D | +5.7% | +95.0% | -89.4% | +5.6% |
| 3M | +4.6% | +27.8% | -23.2% | +4.6% |
| 6M | +11.9% | +121.0% | -109.1% | +11.4% |
| YTD | +33.6% | -78.1% | +111.7% | +33.3% |
| 1Y | +29.8% | -94.3% | +124.0% | +29.7% |
| 3Y | +202.2% | -98.9% | +301.1% | +201.6% |
| 5Y | +223.2% | -99.7% | +322.9% | +222.9% |
| 10Y | +461.7% | -98.2% | +559.9% | +463.1% |
| All | +427.2% | -94.7% | +521.9% | +433.2% |
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