-90.5%
FCEL vs WAB
+224.0%
-314.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.4% | -5.3% | -5.3% |
| 7D | +15.1% | +0.2% | +14.8% | +15.0% |
| 30D | -16.4% | -4.6% | -11.9% | -12.5% |
| 3M | -5.3% | +5.6% | -10.9% | -11.3% |
| 6M | +124.5% | +13.8% | +110.7% | +94.1% |
| YTD | +126.7% | +31.9% | +94.8% | +68.8% |
| 1Y | +219.9% | +48.3% | +171.6% | +115.2% |
| 3Y | -61.6% | +167.1% | -228.8% | -87.9% |
| 5Y | -90.5% | +222.9% | -313.4% | -97.4% |
| All | -90.5% | +224.0% | -314.5% | -97.4% |
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