+4.5%
SHW vs FCEL
+28.7%
-24.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.6% | +5.4% | -0.2% |
| 7D | +1.9% | -2.8% | +4.7% | +1.9% |
| 30D | +8.1% | -31.6% | +39.7% | +7.9% |
| 3M | -2.8% | -52.4% | +49.6% | -2.9% |
| 6M | +15.0% | -51.4% | +66.4% | +14.3% |
| YTD | +9.0% | +32.4% | -23.4% | +8.3% |
| 1Y | +4.5% | +37.5% | -33.0% | +4.8% |
| All | +4.5% | +28.7% | -24.2% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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