-97.0%
FCEL vs BWA
+27.4%
-124.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.4% |
| 7D | -2.8% | +4.3% | -7.1% | -5.6% |
| 30D | -31.6% | -13.0% | -18.6% | -23.1% |
| 3M | -52.4% | -24.8% | -27.6% | -40.0% |
| 6M | -51.4% | -23.5% | -27.9% | -39.5% |
| YTD | +32.4% | +13.8% | +18.6% | +18.4% |
| 1Y | +37.5% | +13.4% | +24.1% | +23.3% |
| 3Y | -69.3% | +62.8% | -132.0% | -79.7% |
| All | -97.0% | +27.4% | -124.4% | -97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling