+291.5%
WDAY vs FCEL
-99.8%
+391.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.4% | +6.1% | 0.0% |
| 7D | -4.8% | +14.8% | -19.5% | -5.4% |
| 30D | +2.5% | -33.9% | +36.4% | +4.0% |
| 3M | +8.8% | -52.7% | +61.5% | +11.4% |
| 6M | +60.7% | -40.0% | +100.7% | +58.3% |
| YTD | -11.2% | +40.2% | -51.5% | -17.9% |
| 1Y | -15.6% | +32.9% | -48.6% | -22.0% |
| 3Y | -17.1% | -66.8% | +49.7% | -21.6% |
| 5Y | -35.7% | -97.0% | +61.3% | -32.2% |
| 10Y | +130.4% | -99.1% | +229.5% | +145.4% |
| All | +291.5% | -99.8% | +391.3% | +344.8% |
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 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