-90.5%
FCEL vs BWA
+89.5%
-180.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.5% | -5.2% | -5.6% |
| 7D | +15.1% | +0.1% | +14.9% | +14.7% |
| 30D | -16.4% | -5.6% | -10.9% | -13.1% |
| 3M | -5.3% | -10.7% | +5.4% | +3.0% |
| 6M | +124.5% | +23.2% | +101.4% | +95.1% |
| YTD | +126.7% | +46.0% | +80.7% | +65.1% |
| 1Y | +219.9% | +51.2% | +168.7% | +125.2% |
| 3Y | -61.6% | +69.6% | -131.2% | -76.0% |
| 5Y | -90.5% | +86.6% | -177.1% | -94.7% |
| All | -90.5% | +89.5% | -180.0% | -94.7% |
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