-99.1%
FCEL vs GWW
+570.2%
-669.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.3% | +1.5% |
| 7D | +6.3% | -3.4% | +9.6% | +8.2% |
| 30D | -26.7% | -1.9% | -24.8% | -25.9% |
| 3M | -10.2% | -2.4% | -7.8% | -9.6% |
| 6M | +123.5% | +15.7% | +107.8% | +101.5% |
| YTD | +117.4% | +27.6% | +89.8% | +83.5% |
| 1Y | +146.0% | +27.2% | +118.8% | +109.0% |
| 3Y | -61.9% | +89.7% | -151.6% | -75.3% |
| 5Y | -90.5% | +223.9% | -314.4% | -95.5% |
| All | -99.1% | +570.2% | -669.3% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling