+14.6%
FCEL vs WTW
+24.2%
-9.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -2.8% | +21.6% | +15.7% |
| 7D | +4.0% | -2.7% | +6.7% | +1.5% |
| 30D | -13.1% | -5.6% | -7.4% | -16.6% |
| 3M | +14.6% | +26.5% | -11.9% | +109.6% |
| All | +14.6% | +24.2% | -9.6% | +109.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling