-60.3%
FCEL vs BWA
+67.1%
-127.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.5% | -5.2% | -5.8% |
| 7D | +15.1% | +0.1% | +14.9% | +14.8% |
| 30D | -16.4% | -5.6% | -10.9% | -13.6% |
| 3M | -5.3% | -10.7% | +5.4% | +1.5% |
| 6M | +124.5% | +23.2% | +101.4% | +101.7% |
| YTD | +126.7% | +46.0% | +80.7% | +75.8% |
| 1Y | +219.9% | +51.2% | +168.7% | +141.4% |
| All | -60.3% | +67.1% | -127.4% | -74.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling