-99.8%
FCEL vs WST
+12,299.0%
-12,398.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +1.9% | +9.7% | +10.6% |
| 7D | -11.2% | -3.1% | -8.1% | -9.5% |
| 30D | -45.8% | +9.1% | -54.9% | -47.9% |
| 3M | -51.0% | +14.7% | -65.7% | -54.3% |
| 6M | -22.2% | +28.0% | -50.3% | -31.7% |
| YTD | +36.3% | +45.6% | -9.4% | +10.8% |
| 1Y | +29.0% | +45.7% | -16.6% | +4.4% |
| 3Y | -70.9% | +21.1% | -92.0% | -78.2% |
| 5Y | -96.3% | +0.3% | -96.6% | -96.9% |
| 10Y | -99.1% | +449.0% | -548.1% | -99.7% |
| All | -99.8% | +12,299.0% | -12,398.8% | -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