+21.8%
WM vs FCEL
+38.9%
-17.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.4% | +8.0% | +1.4% |
| 7D | +1.2% | +14.8% | -13.6% | +1.7% |
| 30D | +15.2% | -33.9% | +49.1% | +14.2% |
| 3M | +8.3% | -52.7% | +61.0% | +6.7% |
| 6M | +13.1% | -40.0% | +53.2% | +11.4% |
| YTD | +12.5% | +40.2% | -27.7% | +9.8% |
| 1Y | +21.8% | +32.9% | -11.2% | +19.3% |
| All | +21.8% | +38.9% | -17.1% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling