+822.0%
WDC vs FCEL
-64.6%
+886.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +6.5% | +1.8% | +7.2% |
| 7D | -3.2% | +3.9% | -7.1% | -3.7% |
| 30D | -19.0% | -33.1% | +14.1% | -13.6% |
| 3M | -28.4% | -43.0% | +14.5% | -23.1% |
| 6M | -39.2% | -31.3% | -7.9% | -38.1% |
| YTD | +82.1% | +49.8% | +32.3% | +64.0% |
| 1Y | +84.7% | +48.2% | +36.5% | +65.5% |
| All | +822.0% | -64.6% | +886.5% | +805.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling