-100.0%
FCEL vs WTW
+1,094.8%
-1,194.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.6% | -3.1% | -4.5% |
| 7D | +15.1% | -7.1% | +22.2% | +20.0% |
| 30D | -16.4% | -8.5% | -7.9% | -12.5% |
| 3M | -5.3% | +20.6% | -25.8% | -18.1% |
| 6M | +124.5% | +7.2% | +117.3% | +105.5% |
| YTD | +126.7% | -3.9% | +130.5% | +119.8% |
| 1Y | +219.9% | -3.6% | +223.5% | +209.8% |
| 3Y | -61.6% | +60.7% | -122.3% | -74.9% |
| 5Y | -90.5% | +42.2% | -132.7% | -93.1% |
| 10Y | -99.1% | +195.5% | -294.6% | -99.6% |
| All | -100.0% | +1,094.8% | -1,194.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling