-99.8%
FCEL vs WY
+453.9%
-553.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.4% |
| 7D | -15.8% | -1.7% | -14.1% | -14.8% |
| 30D | -29.3% | -10.1% | -19.2% | -24.8% |
| 3M | -30.1% | -5.1% | -25.0% | -30.1% |
| 6M | +74.4% | -4.8% | +79.2% | +72.7% |
| YTD | +104.5% | -0.2% | +104.8% | +95.2% |
| 1Y | +281.4% | -6.6% | +288.0% | +275.4% |
| 3Y | -66.1% | -22.7% | -43.4% | -61.7% |
| 5Y | -91.9% | -22.2% | -69.6% | -90.4% |
| 10Y | -99.2% | +7.3% | -106.5% | -99.3% |
| All | -99.8% | +453.9% | -553.7% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling