+111.5%
WDAY vs FCEL
-99.2%
+210.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.9% | +5.4% | -0.3% |
| 7D | -10.5% | +6.3% | -16.8% | -10.9% |
| 30D | +2.1% | -18.8% | +20.9% | +2.5% |
| 3M | +34.6% | -3.8% | +38.5% | +32.2% |
| 6M | +29.9% | +121.1% | -91.2% | +19.8% |
| YTD | -13.8% | +113.3% | -127.1% | -20.7% |
| 1Y | -18.3% | +173.5% | -191.8% | -26.5% |
| 3Y | -26.2% | -63.9% | +37.8% | -29.5% |
| 5Y | -30.8% | -90.7% | +59.9% | -30.5% |
| All | +111.5% | -99.2% | +210.7% | +138.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling