-90.7%
FCEL vs GWW
+219.8%
-310.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.6% | -5.3% | -5.5% |
| 7D | +6.3% | -3.1% | +9.4% | +8.3% |
| 30D | -18.8% | -2.3% | -16.5% | -17.6% |
| 3M | -3.8% | -3.3% | -0.5% | -2.8% |
| 6M | +121.1% | +15.4% | +105.8% | +95.3% |
| YTD | +113.3% | +26.7% | +86.5% | +73.8% |
| 1Y | +173.5% | +29.0% | +144.5% | +121.2% |
| 3Y | -63.9% | +89.0% | -152.9% | -80.2% |
| 5Y | -90.7% | +221.8% | -312.5% | -96.5% |
| All | -90.7% | +219.8% | -310.4% | -96.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling