+92.0%
WFC vs FCEL
-96.5%
+188.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.5% | -6.5% | -0.3% |
| 7D | -1.3% | +3.9% | -5.2% | -1.6% |
| 30D | +3.6% | -33.1% | +36.7% | +5.3% |
| 3M | -1.3% | -43.0% | +41.7% | +0.6% |
| 6M | +18.0% | -31.3% | +49.3% | +16.0% |
| YTD | -5.9% | +49.8% | -55.7% | -13.5% |
| 1Y | +1.8% | +48.2% | -46.4% | -6.9% |
| 3Y | +125.0% | -64.6% | +189.6% | +116.7% |
| 5Y | +92.0% | -96.7% | +188.7% | +142.1% |
| All | +92.0% | -96.5% | +188.5% | +142.1% |
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