-99.8%
FCEL vs WAB
+4,316.0%
-4,415.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.7% | -5.1% |
| 7D | -2.8% | +5.1% | -7.9% | -5.4% |
| 30D | -31.6% | +4.0% | -35.6% | -32.5% |
| 3M | -52.4% | +0.1% | -52.5% | -51.8% |
| 6M | -51.4% | +12.8% | -64.2% | -54.0% |
| YTD | +32.4% | +40.1% | -7.7% | +10.5% |
| 1Y | +37.5% | +46.4% | -8.9% | +12.0% |
| 3Y | -69.3% | +167.4% | -236.6% | -82.2% |
| 5Y | -97.1% | +215.0% | -312.2% | -98.4% |
| 10Y | -99.1% | +269.2% | -368.3% | -99.6% |
| All | -99.8% | +4,316.0% | -4,415.9% | -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