-60.3%
FCEL vs WSM
+232.0%
-292.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.1% | -6.6% | -6.6% |
| 7D | +15.1% | +2.6% | +12.5% | +13.6% |
| 30D | -16.4% | -9.3% | -7.2% | -12.1% |
| 3M | -5.3% | +7.1% | -12.3% | -9.1% |
| 6M | +124.5% | +21.7% | +102.8% | +101.1% |
| YTD | +126.7% | +28.7% | +97.9% | +97.5% |
| 1Y | +219.9% | +13.9% | +206.0% | +196.0% |
| All | -60.3% | +232.0% | -292.2% | -82.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling