+44.7%
WM vs FCEL
-68.0%
+112.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.0% | +5.3% | +0.2% |
| 7D | +1.2% | -8.3% | +9.5% | +1.0% |
| 30D | +13.7% | -43.0% | +56.7% | +12.5% |
| 3M | +5.2% | -48.2% | +53.4% | +4.2% |
| 6M | +11.2% | -25.0% | +36.2% | +11.0% |
| YTD | +9.4% | +40.6% | -31.2% | +10.4% |
| 1Y | +20.4% | +36.0% | -15.6% | +21.5% |
| 3Y | +44.7% | -66.7% | +111.4% | +42.3% |
| All | +44.7% | -68.0% | +112.7% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling