-89.7%
FCEL vs WAT
-4.5%
-85.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -1.6% | +20.4% | +19.7% |
| 7D | +4.0% | -0.7% | +4.7% | +4.0% |
| 30D | -13.1% | -1.0% | -12.1% | -12.9% |
| 3M | +14.6% | +10.9% | +3.7% | +7.6% |
| 6M | +133.7% | +33.2% | +100.5% | +91.3% |
| YTD | +143.0% | +6.1% | +136.9% | +127.2% |
| 1Y | +320.9% | +30.2% | +290.6% | +238.5% |
| 3Y | -58.9% | +52.9% | -111.8% | -73.7% |
| 5Y | -89.7% | -5.1% | -84.5% | -89.5% |
| All | -89.7% | -4.5% | -85.2% | -89.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling