-99.8%
FCEL vs WAT
+10,816.8%
-10,916.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.3% |
| 7D | -15.8% | -1.3% | -14.5% | -15.5% |
| 30D | -29.3% | +2.3% | -31.6% | -30.0% |
| 3M | -30.1% | +8.7% | -38.9% | -32.5% |
| 6M | +74.4% | +28.3% | +46.1% | +54.1% |
| YTD | +104.5% | +7.8% | +96.7% | +93.2% |
| 1Y | +281.4% | +36.6% | +244.8% | +223.9% |
| 3Y | -66.1% | +45.7% | -111.8% | -72.5% |
| 5Y | -91.9% | -3.3% | -88.5% | -92.1% |
| 10Y | -99.2% | +162.1% | -261.3% | -99.5% |
| All | -99.8% | +10,816.8% | -10,916.6% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling