+53.9%
WM vs FCEL
-91.9%
+145.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.2% |
| 7D | -0.3% | -15.8% | +15.5% | -0.4% |
| 30D | -2.4% | -29.3% | +26.9% | -2.5% |
| 3M | +0.4% | -30.1% | +30.6% | +0.2% |
| 6M | -9.5% | +74.4% | -83.9% | -10.0% |
| YTD | +0.5% | +104.5% | -104.0% | -0.1% |
| 1Y | -1.1% | +281.4% | -282.5% | -1.9% |
| 3Y | +46.0% | -66.1% | +112.1% | +47.4% |
| All | +53.9% | -91.9% | +145.8% | +57.4% |
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