+682.0%
WDC vs FCEL
-99.1%
+781.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.4% | +5.7% | -0.1% |
| 7D | +16.3% | +14.8% | +1.5% | +14.8% |
| 30D | -18.3% | -33.9% | +15.6% | -15.1% |
| 3M | -31.4% | -52.7% | +21.3% | -27.4% |
| 6M | -36.3% | -40.0% | +3.7% | -34.9% |
| YTD | +80.8% | +40.2% | +40.6% | +71.2% |
| 1Y | +87.7% | +32.9% | +54.8% | +77.7% |
| 3Y | +819.4% | -66.8% | +886.3% | +800.2% |
| 5Y | +583.2% | -97.0% | +680.2% | +646.5% |
| All | +682.0% | -99.1% | +781.0% | +807.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling