+204.5%
WELL vs FCEL
-59.7%
+264.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +18.8% | -18.3% | +0.5% |
| 7D | -1.3% | +4.0% | -5.3% | -1.3% |
| 30D | +0.5% | -13.1% | +13.6% | +0.5% |
| 3M | +19.1% | +14.6% | +4.5% | +19.0% |
| 6M | +17.0% | +133.7% | -116.7% | +16.7% |
| YTD | +29.2% | +143.0% | -113.8% | +28.8% |
| 1Y | +42.1% | +320.9% | -278.7% | +41.1% |
| 3Y | +204.5% | -58.9% | +263.4% | +219.4% |
| All | +204.5% | -59.7% | +264.3% | +219.4% |
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