+281.4%
FCEL vs WST
+37.6%
+243.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.1% |
| 7D | -15.8% | +0.7% | -16.6% | -16.0% |
| 30D | -29.3% | -3.1% | -26.1% | -28.7% |
| 3M | -30.1% | +7.2% | -37.3% | -30.8% |
| 6M | +74.4% | +36.8% | +37.6% | +68.7% |
| YTD | +104.5% | +23.8% | +80.7% | +94.2% |
| 1Y | +281.4% | +37.8% | +243.6% | +273.8% |
| All | +281.4% | +37.6% | +243.8% | +273.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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