-62.6%
FCEL vs NWSA
+43.0%
-105.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.8% | -5.1% | -5.7% |
| 7D | +6.3% | -4.8% | +11.0% | +7.8% |
| 30D | -18.8% | +3.0% | -21.8% | -19.7% |
| 3M | -3.8% | +9.3% | -13.1% | -9.1% |
| 6M | +121.1% | +23.2% | +97.9% | +91.2% |
| YTD | +113.3% | +13.3% | +99.9% | +93.5% |
| 1Y | +173.5% | +2.9% | +170.6% | +167.3% |
| All | -62.6% | +43.0% | -105.6% | -78.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling