-99.8%
FCEL vs WSM
+57,734.7%
-57,834.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.2% |
| 7D | -15.8% | -3.3% | -12.6% | -14.8% |
| 30D | -29.3% | -8.4% | -20.9% | -27.1% |
| 3M | -30.1% | +9.7% | -39.8% | -32.2% |
| 6M | +74.4% | +16.7% | +57.8% | +65.3% |
| YTD | +104.5% | +28.7% | +75.8% | +87.6% |
| 1Y | +281.4% | +13.7% | +267.7% | +265.1% |
| 3Y | -66.1% | +230.1% | -296.2% | -77.9% |
| 5Y | -91.9% | +179.0% | -270.8% | -94.3% |
| 10Y | -99.2% | +1,002.5% | -1,101.7% | -99.7% |
| All | -99.8% | +57,734.7% | -57,834.4% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling