+112.4%
WFC vs FCEL
-99.1%
+211.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.6% | +5.9% | +0.6% |
| 7D | +2.5% | -2.8% | +5.3% | +2.6% |
| 30D | +7.0% | -31.6% | +38.6% | +8.4% |
| 3M | -1.8% | -52.4% | +50.7% | +0.6% |
| 6M | +18.4% | -51.4% | +69.8% | +19.1% |
| YTD | -5.6% | +32.4% | -38.0% | -10.4% |
| 1Y | +3.9% | +37.5% | -33.6% | -1.8% |
| 3Y | +126.3% | -69.3% | +195.6% | +119.3% |
| 5Y | +91.1% | -97.1% | +188.2% | +100.3% |
| All | +112.4% | -99.1% | +211.6% | +118.6% |
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