+67.9%
FSLR vs BBWI
-67.1%
+135.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.9% | -6.6% | -5.1% |
| 7D | +5.3% | -6.2% | +11.4% | +6.6% |
| 30D | +7.8% | +25.5% | -17.7% | +2.1% |
| 3M | -23.4% | +8.0% | -31.3% | -25.3% |
| 6M | -12.9% | +12.7% | -25.6% | -16.5% |
| YTD | -26.7% | +11.6% | -38.3% | -30.4% |
| 1Y | -28.4% | -0.9% | -27.5% | -31.0% |
| 3Y | +44.6% | -22.7% | +67.3% | +41.5% |
| 5Y | +67.9% | -67.2% | +135.1% | +99.0% |
| All | +67.9% | -67.1% | +135.0% | +99.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling