+42.4%
FCEL vs WAT
+32.9%
+9.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.7% | -7.7% | -6.2% |
| 7D | -14.9% | -1.9% | -12.9% | -14.6% |
| 30D | -41.7% | +6.2% | -47.9% | -41.9% |
| 3M | -53.2% | +18.1% | -71.2% | -53.6% |
| 6M | -19.0% | +54.9% | -73.9% | -22.2% |
| YTD | +44.2% | +23.1% | +21.1% | +43.3% |
| 1Y | +42.4% | +27.3% | +15.1% | +37.9% |
| All | +42.4% | +32.9% | +9.5% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1y: compounded portfolio wealth divided by compounded WAT 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…
1y analysis · Full analysis span regression · 6 months rolling