+3,866.4%
WMT vs FCEL
-99.7%
+3,966.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +18.8% | -19.8% | -1.6% |
| 7D | +0.1% | +4.0% | -3.9% | -0.1% |
| 30D | -5.0% | -13.1% | +8.1% | -4.7% |
| 3M | -11.3% | +14.6% | -25.9% | -12.6% |
| 6M | -13.8% | +133.7% | -147.5% | -18.0% |
| YTD | -4.2% | +143.0% | -147.2% | -9.3% |
| 1Y | +4.6% | +320.9% | -316.3% | -3.6% |
| 3Y | +100.5% | -58.9% | +159.4% | +94.1% |
| 5Y | +129.7% | -89.7% | +219.3% | +128.0% |
| 10Y | +423.4% | -99.1% | +522.5% | +398.0% |
| All | +3,866.4% | -99.7% | +3,966.2% | +3,025.1% |
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