-99.2%
FCEL vs WAB
+292.7%
-391.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.1% | -5.8% | -5.9% |
| 7D | +6.3% | -0.2% | +6.5% | +6.6% |
| 30D | -18.8% | -5.9% | -12.9% | -14.6% |
| 3M | -3.8% | +9.4% | -13.2% | -11.4% |
| 6M | +121.1% | +13.8% | +107.3% | +97.4% |
| YTD | +113.3% | +31.8% | +81.5% | +69.3% |
| 1Y | +173.5% | +48.5% | +125.0% | +100.0% |
| 3Y | -63.9% | +167.0% | -230.9% | -84.1% |
| 5Y | -90.7% | +222.3% | -313.0% | -96.3% |
| All | -99.2% | +292.7% | -391.8% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling