+142.7%
WFC vs FCEL
-99.2%
+241.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.9% | +5.7% | 0.0% |
| 7D | +0.3% | +6.3% | -6.0% | -0.1% |
| 30D | +2.3% | -18.8% | +21.1% | +2.9% |
| 3M | +9.8% | -3.8% | +13.6% | +8.4% |
| 6M | +15.6% | +121.1% | -105.6% | +8.4% |
| YTD | -2.4% | +113.3% | -115.7% | -8.7% |
| 1Y | +13.8% | +173.5% | -159.7% | +4.5% |
| 3Y | +134.6% | -63.9% | +198.6% | +126.8% |
| 5Y | +127.9% | -90.7% | +218.6% | +128.1% |
| All | +142.7% | -99.2% | +241.8% | +137.0% |
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