+123.5%
FSLR vs BWA
+88.6%
+34.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +5.1% |
| 7D | +6.8% | +4.3% | +2.5% | +4.9% |
| 30D | -14.7% | -2.9% | -11.8% | -13.9% |
| 3M | -22.6% | -12.4% | -10.1% | -18.4% |
| 6M | +12.7% | +28.6% | -15.9% | +2.4% |
| YTD | -18.4% | +48.2% | -66.6% | -31.7% |
| 1Y | +4.9% | +50.9% | -46.0% | -13.3% |
| 3Y | +16.4% | +72.2% | -55.8% | -12.4% |
| 5Y | +123.5% | +91.1% | +32.4% | +48.8% |
| All | +123.5% | +88.6% | +34.9% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling