+42.4%
FCEL vs WETO
-99.3%
+141.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +11.4% | -17.4% | -6.2% |
| 7D | -14.9% | +3.6% | -18.4% | -15.0% |
| 30D | -41.7% | -17.2% | -24.4% | -41.6% |
| 3M | -53.2% | -83.7% | +30.5% | -53.6% |
| 6M | -19.0% | -98.3% | +79.2% | -6.6% |
| YTD | +44.2% | -99.0% | +143.2% | +67.5% |
| 1Y | +42.4% | -99.4% | +141.8% | +42.9% |
| All | +42.4% | -99.3% | +141.7% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling