+32.9%
FCEL vs WAB
+44.7%
-11.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.2% | -5.2% | -5.2% |
| 7D | +14.8% | +7.9% | +6.9% | +6.6% |
| 30D | -33.9% | +4.9% | -38.8% | -36.0% |
| 3M | -52.7% | +1.8% | -54.5% | -53.0% |
| 6M | -40.0% | +12.0% | -52.0% | -45.4% |
| YTD | +40.2% | +41.3% | -1.1% | -5.3% |
| 1Y | +32.9% | +43.8% | -10.9% | -11.9% |
| All | +32.9% | +44.7% | -11.8% | -11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling