-58.9%
FCEL vs WWD
+164.2%
-223.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -2.0% | +20.8% | +19.9% |
| 7D | +4.0% | +0.8% | +3.2% | +3.3% |
| 30D | -13.1% | -6.4% | -6.6% | -9.5% |
| 3M | +14.6% | -5.6% | +20.2% | +18.6% |
| 6M | +133.7% | -9.1% | +142.8% | +142.3% |
| YTD | +143.0% | +12.5% | +130.4% | +120.7% |
| 1Y | +320.9% | +41.3% | +279.5% | +231.8% |
| 3Y | -58.9% | +170.2% | -229.1% | -80.9% |
| All | -58.9% | +164.2% | -223.0% | -80.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling