-100.0%
FCEL vs WU
-19.6%
-80.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.5% |
| 7D | -15.8% | -0.8% | -15.0% | -15.8% |
| 30D | -29.3% | -1.1% | -28.2% | -29.5% |
| 3M | -30.1% | -3.9% | -26.3% | -30.5% |
| 6M | +74.4% | -20.7% | +95.1% | +95.2% |
| YTD | +104.5% | -18.4% | +122.9% | +121.0% |
| 1Y | +281.4% | -8.1% | +289.4% | +273.0% |
| 3Y | -66.1% | -24.2% | -41.9% | -62.7% |
| 5Y | -91.9% | -50.4% | -41.4% | -88.3% |
| 10Y | -99.2% | -40.0% | -59.2% | -99.0% |
| All | -100.0% | -19.6% | -80.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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