-99.2%
FCEL vs BWA
+153.1%
-252.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.7% | -6.6% | -6.4% |
| 7D | +6.3% | -0.1% | +6.3% | +6.1% |
| 30D | -18.8% | -5.5% | -13.3% | -15.9% |
| 3M | -3.8% | -7.6% | +3.8% | +1.6% |
| 6M | +121.1% | +25.0% | +96.2% | +92.4% |
| YTD | +113.3% | +47.0% | +66.3% | +60.1% |
| 1Y | +173.5% | +54.0% | +119.5% | +97.9% |
| 3Y | -63.9% | +70.7% | -134.6% | -76.2% |
| 5Y | -90.7% | +86.7% | -177.4% | -94.2% |
| All | -99.2% | +153.1% | -252.2% | -99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling