+161.8%
FCEL vs WETO
-99.4%
+261.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.4% | +7.4% | +2.0% |
| 7D | +6.3% | -4.3% | +10.6% | +6.3% |
| 30D | -26.7% | -39.9% | +13.2% | -27.1% |
| 3M | -10.2% | -97.9% | +87.7% | +2.5% |
| 6M | +123.5% | -95.0% | +218.5% | +151.4% |
| YTD | +117.4% | -97.2% | +214.5% | +132.0% |
| 1Y | +146.0% | -98.9% | +244.9% | +137.7% |
| All | +161.8% | -99.4% | +261.2% | +150.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling