-99.2%
FCEL vs WPM
+545.0%
-644.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.7% | -2.2% | -4.6% |
| 7D | +6.3% | -3.6% | +9.9% | +7.7% |
| 30D | -18.8% | +12.5% | -31.3% | -22.8% |
| 3M | -3.8% | +40.6% | -44.4% | -15.4% |
| 6M | +121.1% | +0.5% | +120.6% | +117.9% |
| YTD | +113.3% | +29.0% | +84.2% | +93.8% |
| 1Y | +173.5% | +43.8% | +129.7% | +138.7% |
| 3Y | -63.9% | +266.3% | -330.2% | -76.9% |
| 5Y | -90.7% | +255.1% | -345.8% | -94.1% |
| All | -99.2% | +545.0% | -644.1% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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