+13,020.5%
SHW vs FCEL
-99.8%
+13,120.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.6% | +5.4% | +0.1% |
| 7D | +1.9% | -2.8% | +4.7% | +2.0% |
| 30D | +8.1% | -31.6% | +39.7% | +9.8% |
| 3M | -2.8% | -52.4% | +49.6% | +0.1% |
| 6M | +15.0% | -51.4% | +66.4% | +15.8% |
| YTD | +9.0% | +32.4% | -23.4% | +2.4% |
| 1Y | +4.5% | +37.5% | -33.0% | -2.4% |
| 3Y | +41.9% | -69.3% | +111.1% | +36.2% |
| 5Y | +10.7% | -97.1% | +107.9% | +17.8% |
| 10Y | +340.4% | -99.1% | +439.5% | +309.1% |
| All | +13,020.5% | -99.8% | +13,120.3% | +11,261.9% |
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