-99.2%
FCEL vs NWSA
+148.8%
-248.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.8% | -5.1% | -5.3% |
| 7D | +6.3% | -4.8% | +11.0% | +9.9% |
| 30D | -18.8% | +3.0% | -21.8% | -20.8% |
| 3M | -3.8% | +9.3% | -13.1% | -14.0% |
| 6M | +121.1% | +23.2% | +97.9% | +77.7% |
| YTD | +113.3% | +13.3% | +99.9% | +80.6% |
| 1Y | +173.5% | +2.9% | +170.6% | +151.0% |
| 3Y | -63.9% | +43.3% | -107.2% | -75.3% |
| 5Y | -90.7% | +40.9% | -131.6% | -93.4% |
| All | -99.2% | +148.8% | -248.0% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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