+428.1%
WMT vs FCEL
-99.1%
+527.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.3% |
| 7D | 0.0% | +6.3% | -6.3% | -0.1% |
| 30D | -7.4% | -26.7% | +19.3% | -7.1% |
| 3M | -10.9% | -10.2% | -0.7% | -11.1% |
| 6M | -12.7% | +123.5% | -136.2% | -14.6% |
| YTD | -3.2% | +117.4% | -120.6% | -5.5% |
| 1Y | +5.3% | +146.0% | -140.7% | +2.3% |
| 3Y | +101.9% | -61.9% | +163.8% | +99.6% |
| 5Y | +134.6% | -90.5% | +225.1% | +135.1% |
| All | +428.1% | -99.1% | +527.2% | +422.2% |
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 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