+37.5%
FCEL vs NWSA
+2.3%
+35.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.7% | -8.2% | -4.5% |
| 7D | -2.8% | +2.2% | -5.0% | -2.0% |
| 30D | -31.6% | -8.8% | -22.9% | -33.2% |
| 3M | -52.4% | -6.5% | -45.9% | -52.3% |
| 6M | -51.4% | +1.5% | -52.9% | -47.5% |
| YTD | +32.4% | +4.0% | +28.4% | +38.1% |
| 1Y | +37.5% | +3.4% | +34.1% | +45.8% |
| All | +37.5% | +2.3% | +35.2% | +45.8% |
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