+44.6%
FSLR vs BWA
+65.3%
-20.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.4% | -10.1% | -7.0% |
| 7D | +5.3% | -0.6% | +5.9% | +5.2% |
| 30D | +7.8% | -16.1% | +23.8% | +15.9% |
| 3M | -23.4% | -24.6% | +1.2% | -13.9% |
| 6M | -12.9% | -15.7% | +2.8% | -5.8% |
| YTD | -26.7% | +15.1% | -41.7% | -32.1% |
| 1Y | -28.4% | +15.9% | -44.3% | -34.0% |
| 3Y | +44.6% | +67.1% | -22.5% | -1.3% |
| All | +44.6% | +65.3% | -20.8% | -1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling