-65.2%
FCEL vs WAT
+86.6%
-151.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.0% | +7.5% | +6.9% |
| 7D | +3.9% | +0.7% | +3.2% | +3.9% |
| 30D | -33.1% | +9.0% | -42.1% | -35.0% |
| 3M | -43.0% | +13.5% | -56.4% | -45.5% |
| 6M | -31.3% | +35.3% | -66.6% | -39.2% |
| YTD | +49.8% | +24.0% | +25.8% | +36.3% |
| 1Y | +48.2% | +22.0% | +26.2% | +35.7% |
| All | -65.2% | +86.6% | -151.8% | -79.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling