+330.8%
WM vs FCEL
-99.1%
+429.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.4% | +8.0% | +1.6% |
| 7D | +1.2% | +14.8% | -13.6% | +1.1% |
| 30D | +15.2% | -33.9% | +49.1% | +15.6% |
| 3M | +8.3% | -52.7% | +61.0% | +8.9% |
| 6M | +13.1% | -40.0% | +53.2% | +12.8% |
| YTD | +12.5% | +40.2% | -27.7% | +10.6% |
| 1Y | +21.8% | +32.9% | -11.2% | +19.7% |
| 3Y | +48.8% | -66.8% | +115.6% | +47.1% |
| 5Y | +62.1% | -97.0% | +159.0% | +65.1% |
| All | +330.8% | -99.1% | +429.9% | +311.9% |
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 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