-99.9%
FCEL vs BWA
+2,606.8%
-2,706.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.4% |
| 7D | -2.8% | +4.3% | -7.1% | -5.0% |
| 30D | -31.6% | -13.0% | -18.6% | -24.9% |
| 3M | -52.4% | -24.8% | -27.6% | -42.7% |
| 6M | -51.4% | -23.5% | -27.9% | -41.8% |
| YTD | +32.4% | +13.8% | +18.6% | +22.3% |
| 1Y | +37.5% | +13.4% | +24.1% | +27.3% |
| 3Y | -69.3% | +62.8% | -132.0% | -77.1% |
| 5Y | -97.1% | +28.5% | -125.6% | -97.6% |
| 10Y | -99.1% | +95.4% | -194.5% | -99.4% |
| All | -99.9% | +2,606.8% | -2,706.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling