+328.7%
WM vs FCEL
-98.9%
+427.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.6% | -8.5% | +0.1% |
| 7D | -0.5% | +3.0% | -3.5% | -0.5% |
| 30D | +13.3% | -40.0% | +53.3% | +13.7% |
| 3M | +4.4% | -47.0% | +51.4% | +4.8% |
| 6M | +10.8% | -21.0% | +31.8% | +10.1% |
| YTD | +9.1% | +48.0% | -38.9% | +7.2% |
| 1Y | +19.1% | +43.9% | -24.7% | +17.0% |
| 3Y | +45.7% | -67.5% | +113.2% | +44.2% |
| 5Y | +60.4% | -96.7% | +157.1% | +63.3% |
| 10Y | +328.7% | -99.0% | +427.7% | +314.1% |
| All | +328.7% | -98.9% | +427.6% | +314.1% |
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 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