+407.5%
WELL vs FCUV
-87.2%
+494.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -13.7% | +11.6% | -2.0% |
| 7D | -0.8% | +62.8% | -63.6% | -0.8% |
| 30D | -0.1% | +66.5% | -66.6% | -0.1% |
| 3M | +18.0% | +459.9% | -441.9% | +17.6% |
| 6M | +15.0% | -12.4% | +27.4% | +14.7% |
| YTD | +28.6% | -47.5% | +76.1% | +28.3% |
| 1Y | +42.9% | -80.5% | +123.4% | +42.7% |
| 3Y | +203.0% | -97.6% | +300.7% | +202.5% |
| 5Y | +206.9% | -99.5% | +306.4% | +206.6% |
| 10Y | +339.5% | -95.8% | +435.2% | +340.6% |
| All | +407.5% | -87.2% | +494.8% | +413.4% |
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 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