-99.1%
FCEL vs WST
+321.8%
-420.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.7% | +19.4% | +19.0% |
| 7D | +4.0% | -0.3% | +4.2% | +3.9% |
| 30D | -13.1% | -4.6% | -8.5% | -11.7% |
| 3M | +14.6% | +5.7% | +8.9% | +12.3% |
| 6M | +133.7% | +37.6% | +96.1% | +108.2% |
| YTD | +143.0% | +23.0% | +119.9% | +123.4% |
| 1Y | +320.9% | +33.8% | +287.0% | +271.7% |
| 3Y | -58.9% | -13.4% | -45.5% | -60.8% |
| 5Y | -89.7% | -27.0% | -62.7% | -89.9% |
| 10Y | -99.1% | +324.5% | -423.6% | -99.5% |
| All | -99.1% | +321.8% | -420.9% | -99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling