-58.9%
FCEL vs WCC
+137.6%
-196.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +2.5% | +16.3% | +17.0% |
| 7D | +4.0% | +8.5% | -4.5% | -1.6% |
| 30D | -13.1% | -1.0% | -12.1% | -12.2% |
| 3M | +14.6% | +2.1% | +12.5% | +15.2% |
| 6M | +133.7% | +36.8% | +96.9% | +97.0% |
| YTD | +143.0% | +47.7% | +95.2% | +95.9% |
| 1Y | +320.9% | +66.5% | +254.3% | +215.6% |
| 3Y | -58.9% | +134.2% | -193.0% | -79.2% |
| All | -58.9% | +137.6% | -196.5% | -79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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