-99.2%
FCEL vs WCN
+235.2%
-334.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.1% | -4.8% | -5.3% |
| 7D | +6.3% | -4.4% | +10.7% | +8.7% |
| 30D | -18.8% | -4.4% | -14.4% | -17.1% |
| 3M | -3.8% | +0.5% | -4.3% | -7.0% |
| 6M | +121.1% | -3.3% | +124.4% | +117.1% |
| YTD | +113.3% | -8.5% | +121.8% | +116.5% |
| 1Y | +173.5% | -8.9% | +182.4% | +176.1% |
| 3Y | -63.9% | +18.0% | -82.0% | -72.6% |
| 5Y | -90.7% | +25.0% | -115.7% | -93.2% |
| All | -99.2% | +235.2% | -334.4% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling