-96.7%
FCEL vs WAT
+33.2%
-129.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.0% | +7.5% | +7.1% |
| 7D | +3.9% | +0.7% | +3.2% | +3.9% |
| 30D | -33.1% | +9.0% | -42.1% | -35.8% |
| 3M | -43.0% | +13.5% | -56.4% | -46.7% |
| 6M | -31.3% | +35.3% | -66.6% | -42.5% |
| YTD | +49.8% | +24.0% | +25.8% | +29.3% |
| 1Y | +48.2% | +22.0% | +26.2% | +28.9% |
| 3Y | -64.6% | +84.0% | -148.6% | -79.6% |
| 5Y | -96.7% | +34.4% | -131.1% | -97.7% |
| All | -96.7% | +33.2% | -129.9% | -97.7% |
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