+496.9%
FSLR vs BWA
+101.5%
+395.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.4% | -10.1% | -7.0% |
| 7D | +5.3% | -0.6% | +5.9% | +5.1% |
| 30D | +7.8% | -16.1% | +23.8% | +15.6% |
| 3M | -23.4% | -24.6% | +1.2% | -14.1% |
| 6M | -12.9% | -15.7% | +2.8% | -6.5% |
| YTD | -26.7% | +15.1% | -41.7% | -32.4% |
| 1Y | -28.4% | +15.9% | -44.3% | -34.2% |
| 3Y | +44.6% | +67.1% | -22.5% | +10.8% |
| 5Y | +67.9% | +34.7% | +33.2% | +36.0% |
| 10Y | +496.9% | +99.5% | +397.4% | +259.8% |
| All | +496.9% | +101.5% | +395.4% | +259.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling