-60.3%
FCEL vs GWW
+89.5%
-149.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.8% | -5.9% | -6.3% |
| 7D | +15.1% | -0.5% | +15.5% | +15.0% |
| 30D | -16.4% | -1.4% | -15.0% | -16.0% |
| 3M | -5.3% | -3.6% | -1.6% | -4.6% |
| 6M | +124.5% | +15.1% | +109.4% | +105.0% |
| YTD | +126.7% | +27.5% | +99.2% | +93.8% |
| 1Y | +219.9% | +29.6% | +190.3% | +171.1% |
| All | -60.3% | +89.5% | -149.7% | -74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling