-100.0%
FCEL vs WPM
+5,972.6%
-6,072.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +0.1% | +18.7% | +18.8% |
| 7D | +4.0% | +7.0% | -3.0% | +1.6% |
| 30D | -13.1% | +15.7% | -28.8% | -17.3% |
| 3M | +14.6% | +35.2% | -20.6% | +4.5% |
| 6M | +133.7% | +6.1% | +127.6% | +128.2% |
| YTD | +143.0% | +32.6% | +110.4% | +123.0% |
| 1Y | +320.9% | +46.9% | +273.9% | +273.4% |
| 3Y | -58.9% | +276.3% | -335.2% | -72.2% |
| 5Y | -89.7% | +260.0% | -349.6% | -93.0% |
| 10Y | -99.1% | +508.5% | -607.6% | -99.5% |
| All | -100.0% | +5,972.6% | -6,072.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling