+302.1%
WDAY vs FCEL
-99.7%
+401.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.9% | -7.3% | -5.5% |
| 7D | -4.4% | -15.8% | +11.5% | -3.7% |
| 30D | +14.7% | -29.3% | +44.0% | +16.2% |
| 3M | +32.4% | -30.1% | +62.5% | +31.8% |
| 6M | +36.9% | +74.4% | -37.6% | +27.1% |
| YTD | -8.8% | +104.5% | -113.4% | -16.5% |
| 1Y | -15.3% | +281.4% | -296.7% | -26.1% |
| 3Y | -21.2% | -66.1% | +44.9% | -24.8% |
| 5Y | -29.5% | -91.9% | +62.4% | -28.8% |
| 10Y | +120.0% | -99.2% | +219.3% | +141.8% |
| All | +302.1% | -99.7% | +401.8% | +352.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling