+11.4%
WBD vs FCEL
-99.1%
+110.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.7% |
| 7D | -0.7% | +6.3% | -7.0% | -1.3% |
| 30D | +1.4% | -26.7% | +28.1% | +3.1% |
| 3M | +4.4% | -10.2% | +14.6% | +2.8% |
| 6M | +0.8% | +123.5% | -122.7% | -8.8% |
| YTD | -2.7% | +117.4% | -120.1% | -12.4% |
| 1Y | +73.4% | +146.0% | -72.6% | +52.7% |
| 3Y | +142.1% | -61.9% | +204.0% | +128.9% |
| 5Y | +7.2% | -90.5% | +97.7% | +7.1% |
| All | +11.4% | -99.1% | +110.5% | +24.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling