+287.9%
WDAY vs FCEL
-99.8%
+387.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.0% | +4.3% | -0.5% |
| 7D | -4.6% | -8.3% | +3.7% | -4.3% |
| 30D | +1.2% | -43.0% | +44.2% | +3.4% |
| 3M | +2.6% | -48.2% | +50.7% | +4.6% |
| 6M | +47.8% | -25.0% | +72.7% | +43.5% |
| YTD | -12.1% | +40.6% | -52.7% | -18.7% |
| 1Y | -17.1% | +36.0% | -53.1% | -23.5% |
| 3Y | -17.9% | -66.7% | +48.9% | -22.4% |
| 5Y | -35.1% | -96.7% | +61.6% | -31.9% |
| 10Y | +130.1% | -99.0% | +229.2% | +144.0% |
| All | +287.9% | -99.8% | +387.7% | +340.7% |
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