-100.0%
FCEL vs WU
-22.9%
-77.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.2% | -5.2% | -5.6% |
| 7D | +14.8% | -5.3% | +20.1% | +18.4% |
| 30D | -33.9% | +9.0% | -42.9% | -38.9% |
| 3M | -52.7% | -3.6% | -49.1% | -53.6% |
| 6M | -40.0% | -19.4% | -20.6% | -35.6% |
| YTD | +40.2% | -21.7% | +61.9% | +50.7% |
| 1Y | +32.9% | -16.1% | +49.1% | +36.0% |
| 3Y | -66.8% | -24.1% | -42.7% | -64.6% |
| 5Y | -97.0% | -44.1% | -52.8% | -96.1% |
| 10Y | -99.1% | -39.6% | -59.5% | -98.9% |
| All | -100.0% | -22.9% | -77.1% | -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