-99.2%
FCEL vs WAT
+166.5%
-265.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.8% | -5.1% | -5.5% |
| 7D | +6.3% | -2.9% | +9.2% | +7.9% |
| 30D | -18.8% | -3.2% | -15.6% | -17.5% |
| 3M | -3.8% | +10.6% | -14.4% | -9.9% |
| 6M | +121.1% | +34.0% | +87.1% | +79.9% |
| YTD | +113.3% | +5.7% | +107.5% | +98.8% |
| 1Y | +173.5% | +37.1% | +136.4% | +114.8% |
| 3Y | -63.9% | +52.4% | -116.3% | -75.4% |
| 5Y | -90.7% | -4.4% | -86.3% | -91.4% |
| All | -99.2% | +166.5% | -265.7% | -99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling