-99.2%
FCEL vs WSM
+1,058.9%
-1,158.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.7% | -4.3% | -5.0% |
| 7D | +6.3% | +0.4% | +5.8% | +6.1% |
| 30D | -18.8% | -10.7% | -8.1% | -13.5% |
| 3M | -3.8% | +8.5% | -12.3% | -8.5% |
| 6M | +121.1% | +19.6% | +101.5% | +99.2% |
| YTD | +113.3% | +26.6% | +86.7% | +86.4% |
| 1Y | +173.5% | +12.0% | +161.6% | +155.5% |
| 3Y | -63.9% | +226.6% | -290.6% | -82.8% |
| 5Y | -90.7% | +174.1% | -264.8% | -95.2% |
| All | -99.2% | +1,058.9% | -1,158.0% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling