-25.7%
WDAY vs FCEL
-59.7%
+34.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +18.8% | -23.7% | -4.4% |
| 7D | -6.1% | +4.0% | -10.1% | -5.9% |
| 30D | +3.7% | -13.1% | +16.8% | +3.6% |
| 3M | +29.6% | +14.6% | +15.0% | +29.3% |
| 6M | +23.3% | +133.7% | -110.4% | +19.8% |
| YTD | -13.3% | +143.0% | -156.2% | -16.0% |
| 1Y | -19.6% | +320.9% | -340.5% | -23.1% |
| 3Y | -25.7% | -58.9% | +33.2% | -23.5% |
| All | -25.7% | -59.7% | +34.1% | -23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling