-31.6%
WDAY vs FCEL
-90.2%
+58.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +18.8% | -23.7% | -5.6% |
| 7D | -6.1% | +4.0% | -10.1% | -6.4% |
| 30D | +3.7% | -13.1% | +16.8% | +3.9% |
| 3M | +29.6% | +14.6% | +15.0% | +24.8% |
| 6M | +23.3% | +133.7% | -110.4% | +7.9% |
| YTD | -13.3% | +143.0% | -156.2% | -25.1% |
| 1Y | -19.6% | +320.9% | -340.5% | -35.7% |
| 3Y | -25.7% | -58.9% | +33.2% | -27.9% |
| 5Y | -31.6% | -89.7% | +58.1% | -20.8% |
| All | -31.6% | -90.2% | +58.6% | -20.8% |
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 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