-99.1%
FCEL vs WY
+7.6%
-106.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.7% |
| 7D | +6.3% | -4.2% | +10.5% | +9.6% |
| 30D | -26.7% | -10.1% | -16.6% | -21.1% |
| 3M | -10.2% | -8.5% | -1.7% | -8.3% |
| 6M | +123.5% | -3.3% | +126.8% | +116.7% |
| YTD | +117.4% | -4.4% | +121.8% | +110.2% |
| 1Y | +146.0% | -11.5% | +157.5% | +150.3% |
| 3Y | -61.9% | -24.3% | -37.6% | -55.2% |
| 5Y | -90.5% | -21.3% | -69.2% | -88.5% |
| All | -99.1% | +7.6% | -106.7% | -99.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling