+1.3%
FSLR vs BBWI
-34.3%
+35.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.3% | -1.8% |
| 7D | 0.0% | +1.5% | -1.5% | -0.2% |
| 30D | -13.7% | -5.2% | -8.5% | -13.2% |
| 3M | -35.1% | +11.1% | -46.2% | -36.1% |
| 6M | +3.6% | -13.4% | +17.0% | +4.3% |
| YTD | -21.7% | +0.1% | -21.8% | -22.3% |
| 1Y | +1.3% | -36.1% | +37.4% | +0.3% |
| All | +1.3% | -34.3% | +35.6% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling