-90.5%
FCEL vs WWD
+191.3%
-281.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.5% | -6.2% | -6.4% |
| 7D | +15.1% | +0.6% | +14.4% | +14.3% |
| 30D | -16.4% | -5.1% | -11.3% | -12.8% |
| 3M | -5.3% | -11.2% | +6.0% | +3.0% |
| 6M | +124.5% | -12.0% | +136.6% | +141.3% |
| YTD | +126.7% | +12.0% | +114.7% | +100.5% |
| 1Y | +219.9% | +42.8% | +177.1% | +132.3% |
| 3Y | -61.6% | +168.9% | -230.6% | -85.1% |
| 5Y | -90.5% | +192.2% | -282.7% | -97.0% |
| All | -90.5% | +191.3% | -281.8% | -97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling