-99.1%
FCEL vs WTW
+198.0%
-297.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.9% | +1.9% |
| 7D | +6.3% | -5.7% | +12.0% | +9.4% |
| 30D | -26.7% | -7.3% | -19.4% | -24.2% |
| 3M | -10.2% | +21.5% | -31.6% | -21.3% |
| 6M | +123.5% | +9.6% | +113.9% | +104.7% |
| YTD | +117.4% | -3.3% | +120.7% | +112.9% |
| 1Y | +146.0% | -6.1% | +152.1% | +145.5% |
| 3Y | -61.9% | +61.8% | -123.7% | -75.6% |
| 5Y | -90.5% | +42.7% | -133.2% | -93.3% |
| All | -99.1% | +198.0% | -297.2% | -99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling