+128.3%
WFC vs FCEL
-90.4%
+218.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.7% | +8.6% | +2.3% |
| 7D | +0.4% | +15.1% | -14.6% | -0.4% |
| 30D | +2.5% | -16.4% | +18.9% | +3.1% |
| 3M | +10.0% | -5.3% | +15.2% | +8.2% |
| 6M | +15.1% | +124.5% | -109.5% | +4.9% |
| YTD | -2.2% | +126.7% | -128.9% | -11.4% |
| 1Y | +13.5% | +219.9% | -206.4% | -1.0% |
| 3Y | +135.2% | -61.6% | +196.9% | +129.9% |
| 5Y | +128.3% | -90.5% | +218.8% | +144.9% |
| All | +128.3% | -90.4% | +218.7% | +144.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling