+61.9%
WM vs FCEL
-97.2%
+159.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.6% | +5.4% | -0.2% |
| 7D | +3.2% | -2.8% | +6.0% | +3.2% |
| 30D | +13.0% | -31.6% | +44.7% | +12.8% |
| 3M | +9.2% | -52.4% | +61.6% | +8.8% |
| 6M | +13.6% | -51.4% | +65.0% | +13.1% |
| YTD | +12.4% | +32.4% | -20.0% | +11.2% |
| 1Y | +21.2% | +37.5% | -16.3% | +19.9% |
| 3Y | +48.7% | -69.3% | +118.0% | +48.5% |
| All | +61.9% | -97.2% | +159.0% | +75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling