+209.9%
WELL vs FCEL
-68.6%
+278.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.6% | -7.7% | +1.0% |
| 7D | +3.5% | +3.0% | +0.4% | +3.5% |
| 30D | +9.7% | -40.0% | +49.7% | +9.3% |
| 3M | +4.8% | -47.0% | +51.8% | +4.4% |
| 6M | +16.1% | -21.0% | +37.1% | +16.0% |
| YTD | +34.7% | +48.0% | -13.3% | +35.0% |
| 1Y | +31.9% | +43.9% | -12.0% | +32.3% |
| 3Y | +209.9% | -67.5% | +277.4% | +224.4% |
| All | +209.9% | -68.6% | +278.5% | +224.4% |
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