+149.0%
WMB vs FCEL
-59.7%
+208.8%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +18.8% | -16.5% | +1.8% |
| 7D | +0.8% | +4.0% | -3.2% | +0.6% |
| 30D | +7.7% | -13.1% | +20.8% | +7.9% |
| 3M | +6.7% | +14.6% | -7.9% | +5.4% |
| 6M | +3.6% | +133.7% | -130.0% | -0.5% |
| YTD | +28.0% | +143.0% | -115.0% | +22.6% |
| 1Y | +37.6% | +320.9% | -283.2% | +29.3% |
| 3Y | +149.0% | -58.9% | +207.9% | +147.2% |
| All | +149.0% | -59.7% | +208.8% | +147.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling