-97.0%
FCEL vs WAB
+216.9%
-313.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -36.1% |
| 3M | -52.7% | +1.8% | -54.5% | -52.7% |
| 6M | -40.0% | +12.0% | -52.0% | -45.8% |
| YTD | +40.2% | +41.3% | -1.1% | -0.9% |
| 1Y | +32.9% | +43.8% | -10.9% | -7.4% |
| 3Y | -66.8% | +171.1% | -237.9% | -89.4% |
| 5Y | -97.0% | +217.7% | -314.7% | -99.2% |
| All | -97.0% | +216.9% | -313.9% | -99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling