-99.8%
FCEL vs WAB
+4,353.8%
-4,453.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.2% | -5.2% | -5.7% |
| 7D | +14.8% | +7.9% | +6.9% | +10.1% |
| 30D | -33.9% | +4.9% | -38.8% | -35.0% |
| 3M | -52.7% | +1.8% | -54.5% | -52.6% |
| 6M | -40.0% | +12.0% | -52.0% | -43.1% |
| YTD | +40.2% | +41.3% | -1.1% | +16.4% |
| 1Y | +32.9% | +43.8% | -10.9% | +9.5% |
| 3Y | -66.8% | +171.1% | -237.9% | -81.0% |
| 5Y | -97.0% | +217.7% | -314.7% | -98.3% |
| 10Y | -99.1% | +272.3% | -371.4% | -99.6% |
| All | -99.8% | +4,353.8% | -4,453.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling