+111.7%
WFC vs FCEL
-99.1%
+210.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.4% | +6.3% | +0.2% |
| 7D | +1.7% | +14.8% | -13.0% | +1.1% |
| 30D | +6.8% | -33.9% | +40.7% | +8.4% |
| 3M | -3.0% | -52.7% | +49.7% | -0.6% |
| 6M | +15.4% | -40.0% | +55.4% | +14.9% |
| YTD | -5.9% | +40.2% | -46.1% | -10.9% |
| 1Y | +1.7% | +32.9% | -31.3% | -3.8% |
| 3Y | +124.9% | -66.8% | +191.7% | +117.2% |
| 5Y | +90.5% | -97.0% | +187.4% | +99.1% |
| All | +111.7% | -99.1% | +210.8% | +117.3% |
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