-99.8%
FCEL vs WAB
+4,092.2%
-4,192.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.5% |
| 7D | -15.8% | -3.2% | -12.6% | -14.2% |
| 30D | -29.3% | -4.4% | -24.8% | -27.4% |
| 3M | -30.1% | +7.9% | -38.0% | -33.2% |
| 6M | +74.4% | +8.7% | +65.7% | +65.9% |
| YTD | +104.5% | +33.0% | +71.5% | +73.6% |
| 1Y | +281.4% | +46.7% | +234.7% | +209.4% |
| 3Y | -66.1% | +153.0% | -219.1% | -80.0% |
| 5Y | -91.9% | +222.3% | -314.1% | -95.6% |
| 10Y | -99.2% | +291.0% | -390.2% | -99.6% |
| All | -99.8% | +4,092.2% | -4,192.0% | -99.9% |
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 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