-69.3%
FCEL vs WST
+24.3%
-93.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.2% | -6.8% | -5.7% |
| 7D | -2.8% | +4.2% | -7.0% | -3.3% |
| 30D | -31.6% | +11.2% | -42.9% | -32.4% |
| 3M | -52.4% | +20.4% | -72.8% | -53.4% |
| 6M | -51.4% | +37.9% | -89.3% | -53.0% |
| YTD | +32.4% | +51.8% | -19.4% | +26.4% |
| 1Y | +37.5% | +56.6% | -19.1% | +30.9% |
| 3Y | -69.3% | +24.2% | -93.5% | -77.4% |
| All | -69.3% | +24.3% | -93.6% | -77.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling