+46.2%
WM vs FCEL
-74.5%
+120.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +11.5% | -13.6% | -1.8% |
| 7D | +1.2% | -11.2% | +12.4% | +1.0% |
| 30D | +13.1% | -45.8% | +58.9% | +11.8% |
| 3M | +3.6% | -51.0% | +54.6% | +2.4% |
| 6M | +8.1% | -22.2% | +30.3% | +7.9% |
| YTD | +8.9% | +36.3% | -27.3% | +9.8% |
| 1Y | +20.3% | +29.0% | -8.7% | +21.4% |
| 3Y | +46.2% | -70.9% | +117.0% | +43.9% |
| All | +46.2% | -74.5% | +120.6% | +43.9% |
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 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