+320.9%
FCEL vs WST
+35.8%
+285.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.7% | +19.4% | +18.9% |
| 7D | +4.0% | -0.3% | +4.2% | +4.0% |
| 30D | -13.1% | -4.6% | -8.5% | -12.1% |
| 3M | +14.6% | +5.7% | +8.9% | +13.7% |
| 6M | +133.7% | +37.6% | +96.1% | +126.8% |
| YTD | +143.0% | +23.0% | +119.9% | +131.2% |
| 1Y | +320.9% | +33.8% | +287.0% | +315.9% |
| All | +320.9% | +35.8% | +285.1% | +315.9% |
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