+3,211.9%
WM vs FCEL
-99.9%
+3,311.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -15.3% | +16.4% | +1.6% |
| 7D | +4.5% | -26.7% | +31.2% | +5.4% |
| 30D | +16.1% | -56.8% | +72.8% | +18.8% |
| 3M | +8.0% | -57.8% | +65.8% | +10.4% |
| 6M | +8.4% | -34.1% | +42.5% | +7.4% |
| YTD | +11.2% | +22.2% | -10.9% | +7.0% |
| 1Y | +22.3% | +5.2% | +17.1% | +18.0% |
| 3Y | +50.2% | -76.2% | +126.4% | +47.3% |
| 5Y | +63.3% | -96.7% | +160.0% | +68.5% |
| 10Y | +355.0% | -99.2% | +454.2% | +325.5% |
| All | +3,211.9% | -99.9% | +3,311.7% | +2,642.0% |
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 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