+13,046.7%
SHW vs FCEL
-99.8%
+13,146.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.4% | +5.2% | -0.9% |
| 7D | +0.7% | +14.8% | -14.1% | -0.1% |
| 30D | +8.4% | -33.9% | +42.3% | +10.4% |
| 3M | -2.2% | -52.7% | +50.5% | +0.7% |
| 6M | +13.3% | -40.0% | +53.4% | +12.8% |
| YTD | +9.2% | +40.2% | -31.0% | +2.3% |
| 1Y | +2.9% | +32.9% | -30.0% | -3.7% |
| 3Y | +41.1% | -66.8% | +107.9% | +35.0% |
| 5Y | +11.0% | -97.0% | +107.9% | +17.7% |
| 10Y | +341.2% | -99.1% | +440.3% | +308.7% |
| All | +13,046.7% | -99.8% | +13,146.6% | +11,252.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling