-99.7%
FCEL vs NWSA
+123.2%
-222.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -1.9% | +20.7% | +20.1% |
| 7D | +4.0% | -2.6% | +6.6% | +5.7% |
| 30D | -13.1% | +4.6% | -17.6% | -16.1% |
| 3M | +14.6% | +10.2% | +4.4% | +2.6% |
| 6M | +133.7% | +21.6% | +112.1% | +92.3% |
| YTD | +143.0% | +14.6% | +128.3% | +106.1% |
| 1Y | +320.9% | +0.4% | +320.5% | +294.3% |
| 3Y | -58.9% | +45.0% | -103.9% | -71.2% |
| 5Y | -89.7% | +41.3% | -130.9% | -92.4% |
| 10Y | -99.1% | +142.8% | -241.9% | -99.6% |
| All | -99.7% | +123.2% | -222.9% | -99.8% |
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 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