-90.5%
FCEL vs NWSA
+40.1%
-130.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.4% | -6.3% | -6.4% |
| 7D | +15.1% | -3.1% | +18.1% | +17.6% |
| 30D | -16.4% | +4.3% | -20.7% | -19.4% |
| 3M | -5.3% | +9.2% | -14.5% | -15.8% |
| 6M | +124.5% | +21.6% | +103.0% | +77.9% |
| YTD | +126.7% | +14.2% | +112.5% | +87.2% |
| 1Y | +219.9% | +1.8% | +218.1% | +196.0% |
| 3Y | -61.6% | +44.4% | -106.1% | -76.8% |
| 5Y | -90.5% | +41.0% | -131.5% | -94.7% |
| All | -90.5% | +40.1% | -130.6% | -94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling