+281.4%
FCEL vs WSM
+19.9%
+261.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +0.5% |
| 7D | -15.8% | -3.3% | -12.6% | -13.9% |
| 30D | -29.3% | -8.4% | -20.9% | -25.0% |
| 3M | -30.1% | +9.7% | -39.8% | -35.4% |
| 6M | +74.4% | +16.7% | +57.8% | +52.8% |
| YTD | +104.5% | +28.7% | +75.8% | +63.3% |
| 1Y | +281.4% | +13.7% | +267.7% | +221.3% |
| All | +281.4% | +19.9% | +261.5% | +221.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling