-99.2%
FCEL vs WEC
+146.6%
-245.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.8% | -5.2% | -5.7% |
| 7D | +6.3% | -1.3% | +7.5% | +6.6% |
| 30D | -18.8% | -0.4% | -18.4% | -18.6% |
| 3M | -3.8% | -6.8% | +3.0% | -2.6% |
| 6M | +121.1% | -6.4% | +127.5% | +123.2% |
| YTD | +113.3% | +2.5% | +110.8% | +110.5% |
| 1Y | +173.5% | -0.4% | +173.9% | +171.9% |
| 3Y | -63.9% | +38.5% | -102.4% | -67.4% |
| 5Y | -90.7% | +31.7% | -122.4% | -91.5% |
| All | -99.2% | +146.6% | -245.8% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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