-69.3%
FCEL vs WY
-23.6%
-45.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.7% | -7.3% | -6.0% |
| 7D | -2.8% | -0.8% | -2.0% | -2.6% |
| 30D | -31.6% | +10.1% | -41.7% | -34.4% |
| 3M | -52.4% | -15.4% | -37.0% | -49.5% |
| 6M | -51.4% | -8.3% | -43.1% | -52.0% |
| YTD | +32.4% | -9.8% | +42.2% | +28.1% |
| 1Y | +37.5% | -3.9% | +41.4% | +25.4% |
| 3Y | -69.3% | -23.3% | -46.0% | -69.8% |
| All | -69.3% | -23.6% | -45.6% | -69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling