-51.4%
FCEL vs GWW
+20.7%
-72.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.7% | -5.5% |
| 7D | -2.8% | +3.6% | -6.4% | -2.8% |
| 30D | -31.6% | +12.1% | -43.8% | -31.1% |
| 3M | -52.4% | +12.9% | -65.3% | -52.1% |
| 6M | -51.4% | +19.3% | -70.7% | -62.2% |
| All | -51.4% | +20.7% | -72.1% | -62.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling