-99.8%
FCEL vs WST
+12,710.8%
-12,810.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.3% | +5.3% | +7.0% |
| 7D | +3.0% | +1.3% | +1.8% | +2.8% |
| 30D | -40.0% | +12.9% | -52.9% | -43.3% |
| 3M | -47.0% | +16.7% | -63.7% | -51.0% |
| 6M | -21.0% | +26.8% | -47.9% | -30.2% |
| YTD | +48.0% | +50.5% | -2.5% | +18.5% |
| 1Y | +43.9% | +52.9% | -9.0% | +13.7% |
| 3Y | -67.5% | +23.9% | -91.4% | -75.9% |
| 5Y | -96.7% | +1.0% | -97.7% | -97.3% |
| 10Y | -99.0% | +451.4% | -550.4% | -99.7% |
| All | -99.8% | +12,710.8% | -12,810.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling