+14.8%
SHW vs FCEL
-89.7%
+104.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +18.8% | -21.1% | -3.1% |
| 7D | -1.2% | +4.0% | -5.2% | -1.5% |
| 30D | -11.6% | -13.1% | +1.5% | -11.3% |
| 3M | +9.1% | +14.6% | -5.5% | +6.7% |
| 6M | -0.7% | +133.7% | -134.3% | -8.0% |
| YTD | +1.4% | +143.0% | -141.6% | -6.8% |
| 1Y | -12.3% | +320.9% | -333.1% | -23.6% |
| 3Y | +23.4% | -58.9% | +82.3% | +21.8% |
| All | +14.8% | -89.7% | +104.5% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling