+112.6%
WDAY vs FCEL
-99.1%
+211.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.7% | +6.6% | +0.1% |
| 7D | -7.4% | +15.1% | -22.4% | -8.0% |
| 30D | +1.0% | -16.4% | +17.4% | +1.3% |
| 3M | +32.7% | -5.3% | +37.9% | +30.4% |
| 6M | +25.6% | +124.5% | -98.9% | +15.9% |
| YTD | -13.4% | +126.7% | -140.1% | -20.5% |
| 1Y | -19.4% | +219.9% | -239.2% | -28.0% |
| 3Y | -25.8% | -61.6% | +35.9% | -29.3% |
| 5Y | -31.1% | -90.5% | +59.4% | -30.9% |
| All | +112.6% | -99.1% | +211.7% | +139.1% |
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