-99.8%
FCEL vs WEC
+2,702.0%
-2,801.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.2% |
| 7D | -15.8% | -0.3% | -15.6% | -15.7% |
| 30D | -29.3% | -1.3% | -28.0% | -28.8% |
| 3M | -30.1% | -3.9% | -26.2% | -29.4% |
| 6M | +74.4% | -8.3% | +82.8% | +79.2% |
| YTD | +104.5% | +3.1% | +101.5% | +99.9% |
| 1Y | +281.4% | +1.9% | +279.4% | +274.6% |
| 3Y | -66.1% | +41.9% | -108.0% | -71.6% |
| 5Y | -91.9% | +30.8% | -122.6% | -93.1% |
| 10Y | -99.2% | +141.9% | -241.1% | -99.5% |
| All | -99.8% | +2,702.0% | -2,801.7% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling