-99.7%
FCEL vs WY
+446.0%
-545.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -1.4% | +20.2% | +19.7% |
| 7D | +4.0% | -2.1% | +6.0% | +5.2% |
| 30D | -13.1% | -10.5% | -2.6% | -7.5% |
| 3M | +14.6% | -4.9% | +19.4% | +14.2% |
| 6M | +133.7% | -4.9% | +138.6% | +131.0% |
| YTD | +143.0% | -1.7% | +144.6% | +133.6% |
| 1Y | +320.9% | -9.4% | +330.2% | +321.4% |
| 3Y | -58.9% | -22.3% | -36.6% | -53.7% |
| 5Y | -89.7% | -20.5% | -69.1% | -87.9% |
| 10Y | -99.1% | +4.9% | -104.0% | -99.1% |
| All | -99.7% | +446.0% | -545.7% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WY 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling