+2,892.8%
WM vs FCEL
-99.8%
+2,992.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.3% |
| 7D | -0.3% | -15.8% | +15.5% | +0.2% |
| 30D | -2.4% | -29.3% | +26.9% | -1.4% |
| 3M | +0.4% | -30.1% | +30.6% | +0.3% |
| 6M | -9.5% | +74.4% | -83.9% | -13.2% |
| YTD | +0.5% | +104.5% | -104.0% | -4.4% |
| 1Y | -1.1% | +281.4% | -282.5% | -8.8% |
| 3Y | +46.0% | -66.1% | +112.1% | +42.1% |
| 5Y | +51.8% | -91.9% | +143.7% | +51.9% |
| 10Y | +307.5% | -99.2% | +406.7% | +288.1% |
| All | +2,892.8% | -99.8% | +2,992.6% | +2,348.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling