+146.0%
FCEL vs NWSA
+3.0%
+143.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +2.0% |
| 7D | +6.3% | -2.8% | +9.1% | +5.0% |
| 30D | -26.7% | +3.0% | -29.7% | -25.6% |
| 3M | -10.2% | +12.3% | -22.5% | -5.6% |
| 6M | +123.5% | +21.9% | +101.6% | +128.9% |
| YTD | +117.4% | +13.6% | +103.8% | +126.0% |
| 1Y | +146.0% | +0.5% | +145.5% | +156.8% |
| All | +146.0% | +3.0% | +143.0% | +156.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling