+726.4%
FSLR vs BWA
+525.8%
+200.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -2.8% |
| 7D | 0.0% | +5.7% | -5.7% | -2.8% |
| 30D | -13.7% | +1.4% | -15.1% | -14.5% |
| 3M | -35.1% | -12.1% | -23.0% | -30.8% |
| 6M | +3.6% | +28.6% | -24.9% | -9.0% |
| YTD | -21.7% | +51.1% | -72.8% | -38.4% |
| 1Y | +1.3% | +55.9% | -54.6% | -22.1% |
| 3Y | +9.7% | +70.1% | -60.4% | -21.7% |
| 5Y | +117.4% | +90.7% | +26.7% | +40.1% |
| 10Y | +435.5% | +154.0% | +281.5% | +160.7% |
| All | +726.4% | +525.8% | +200.6% | +131.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling