+281.4%
WMB vs FCEL
-99.1%
+380.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.6% | +5.1% | -0.3% |
| 7D | +7.8% | -2.8% | +10.6% | +7.9% |
| 30D | -5.1% | -31.6% | +26.5% | -3.8% |
| 3M | -4.7% | -52.4% | +47.7% | -2.4% |
| 6M | -7.4% | -51.4% | +44.0% | -6.7% |
| YTD | +17.5% | +32.4% | -15.0% | +12.7% |
| 1Y | +19.5% | +37.5% | -18.0% | +14.2% |
| 3Y | +121.3% | -69.3% | +190.6% | +115.9% |
| 5Y | +200.5% | -97.1% | +297.6% | +214.8% |
| All | +281.4% | -99.1% | +380.5% | +342.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling