-99.8%
FCEL vs NWSA
+102.5%
-202.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.7% | -8.2% | -7.4% |
| 7D | -2.8% | +2.2% | -5.0% | -4.3% |
| 30D | -31.6% | -8.8% | -22.9% | -27.5% |
| 3M | -52.4% | -6.5% | -45.9% | -50.9% |
| 6M | -51.4% | +1.5% | -52.9% | -54.8% |
| YTD | +32.4% | +4.0% | +28.4% | +18.8% |
| 1Y | +37.5% | +3.4% | +34.1% | +24.3% |
| 3Y | -69.3% | +34.8% | -104.1% | -77.8% |
| 5Y | -97.1% | +18.4% | -115.5% | -97.7% |
| 10Y | -99.1% | +149.2% | -248.3% | -99.6% |
| All | -99.8% | +102.5% | -202.3% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling