-99.0%
FCEL vs WST
+446.4%
-545.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.1% | -4.9% | -4.9% |
| 7D | -8.3% | +1.4% | -9.7% | -8.4% |
| 30D | -43.0% | +12.7% | -55.7% | -45.2% |
| 3M | -48.2% | +17.2% | -65.3% | -51.0% |
| 6M | -25.0% | +26.7% | -51.6% | -31.2% |
| YTD | +40.6% | +50.3% | -9.7% | +20.4% |
| 1Y | +36.0% | +50.2% | -14.3% | +16.1% |
| 3Y | -66.7% | +21.7% | -88.4% | -72.6% |
| 5Y | -96.7% | +2.0% | -98.7% | -97.1% |
| 10Y | -99.0% | +451.1% | -550.1% | -99.5% |
| All | -99.0% | +446.4% | -545.4% | -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