+281.4%
FCEL vs BWA
+59.1%
+222.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.8% | +0.5% |
| 7D | -15.8% | +5.7% | -21.5% | -18.4% |
| 30D | -29.3% | +1.4% | -30.7% | -29.7% |
| 3M | -30.1% | -12.1% | -18.1% | -26.6% |
| 6M | +74.4% | +28.6% | +45.9% | +65.2% |
| YTD | +104.5% | +51.1% | +53.4% | +78.8% |
| 1Y | +281.4% | +55.9% | +225.5% | +251.3% |
| All | +281.4% | +59.1% | +222.3% | +251.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling