+42.4%
FCEL vs WWD
+27.2%
+15.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.9% | -4.1% | -5.0% |
| 7D | -14.9% | +7.3% | -22.2% | -18.0% |
| 30D | -41.7% | -2.0% | -39.7% | -40.7% |
| 3M | -53.2% | -12.6% | -40.6% | -49.9% |
| 6M | -19.0% | -8.4% | -10.6% | -14.9% |
| YTD | +44.2% | +8.2% | +35.9% | +36.7% |
| 1Y | +42.4% | +26.5% | +15.9% | +28.5% |
| All | +42.4% | +27.2% | +15.2% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling