+42.4%
FCEL vs WTW
+8.6%
+33.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.0% | -8.9% | -4.9% |
| 7D | -14.9% | +4.9% | -19.8% | -13.2% |
| 30D | -41.7% | +17.1% | -58.8% | -38.4% |
| 3M | -53.2% | -0.3% | -52.8% | -52.4% |
| 6M | -19.0% | +30.7% | -49.7% | -11.1% |
| YTD | +44.2% | +3.7% | +40.5% | +62.0% |
| 1Y | +42.4% | +5.9% | +36.5% | +55.8% |
| All | +42.4% | +8.6% | +33.8% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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