-58.9%
FCEL vs WAB
+168.6%
-227.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +0.6% | +18.2% | +18.4% |
| 7D | +4.0% | +1.7% | +2.3% | +2.8% |
| 30D | -13.1% | -2.4% | -10.6% | -11.4% |
| 3M | +14.6% | +9.7% | +4.9% | +5.7% |
| 6M | +133.7% | +16.5% | +117.2% | +103.9% |
| YTD | +143.0% | +33.7% | +109.2% | +89.8% |
| 1Y | +320.9% | +49.7% | +271.2% | +205.6% |
| 3Y | -58.9% | +170.9% | -229.8% | -86.9% |
| All | -58.9% | +168.6% | -227.5% | -86.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling