+726.4%
FSLR vs BBWI
+104.6%
+621.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.3% | -2.2% |
| 7D | 0.0% | +1.5% | -1.5% | -0.5% |
| 30D | -13.7% | -5.2% | -8.5% | -12.7% |
| 3M | -35.1% | +11.1% | -46.2% | -37.6% |
| 6M | +3.6% | -13.4% | +17.0% | +5.5% |
| YTD | -21.7% | +0.1% | -21.8% | -24.1% |
| 1Y | +1.3% | -36.1% | +37.4% | +9.6% |
| 3Y | +9.7% | -44.1% | +53.8% | +17.5% |
| 5Y | +117.4% | -66.2% | +183.6% | +155.2% |
| 10Y | +435.5% | -54.8% | +490.3% | +382.0% |
| All | +726.4% | +104.6% | +621.8% | +173.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling