-99.8%
FCEL vs BWA
+3,492.4%
-3,592.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.8% | +0.3% |
| 7D | -15.8% | +5.7% | -21.5% | -18.8% |
| 30D | -29.3% | +1.4% | -30.7% | -29.9% |
| 3M | -30.1% | -12.1% | -18.1% | -24.2% |
| 6M | +74.4% | +28.6% | +45.9% | +51.9% |
| YTD | +104.5% | +51.1% | +53.4% | +57.1% |
| 1Y | +281.4% | +55.9% | +225.5% | +185.8% |
| 3Y | -66.1% | +70.1% | -136.2% | -76.2% |
| 5Y | -91.9% | +90.7% | -182.5% | -94.6% |
| 10Y | -99.2% | +154.0% | -253.2% | -99.6% |
| All | -99.8% | +3,492.4% | -3,592.1% | -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