+7.8%
WBD vs FCEL
-91.3%
+99.1%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.9% | +7.0% | +1.7% |
| 7D | -0.6% | +6.3% | -6.9% | -1.6% |
| 30D | +4.2% | -18.8% | +23.0% | +6.0% |
| 3M | +7.5% | -3.8% | +11.3% | +2.8% |
| 6M | +1.6% | +121.1% | -119.5% | -18.5% |
| YTD | -2.2% | +113.3% | -115.4% | -22.3% |
| 1Y | +124.9% | +173.5% | -48.6% | +65.6% |
| 3Y | +149.1% | -63.9% | +213.0% | +131.6% |
| 5Y | +7.8% | -90.7% | +98.5% | +20.5% |
| All | +7.8% | -91.3% | +99.1% | +20.5% |
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