-26.0%
FSLR vs BWA
+17.4%
-43.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.5% | +7.2% | +5.6% |
| 7D | +10.3% | -9.9% | +20.2% | +14.9% |
| 30D | +10.4% | -16.4% | +26.8% | +18.5% |
| 3M | -20.2% | -19.8% | -0.3% | -13.3% |
| 6M | -8.0% | -10.0% | +2.0% | -0.2% |
| YTD | -25.5% | +12.7% | -38.3% | -28.6% |
| 1Y | -26.0% | +15.7% | -41.6% | -30.1% |
| All | -26.0% | +17.4% | -43.3% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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