+762.0%
FSLR vs ITW
+819.8%
-57.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.7% |
| 7D | +6.8% | -0.4% | +7.3% | +7.2% |
| 30D | -14.7% | -9.4% | -5.3% | -7.8% |
| 3M | -22.6% | +7.1% | -29.7% | -27.2% |
| 6M | +12.7% | -1.9% | +14.6% | +13.1% |
| YTD | -18.4% | +10.4% | -28.8% | -25.7% |
| 1Y | +4.9% | +3.3% | +1.6% | 0.0% |
| 3Y | +16.4% | +21.0% | -4.6% | -4.8% |
| 5Y | +123.5% | +36.3% | +87.2% | +59.6% |
| 10Y | +454.3% | +185.8% | +268.5% | +73.5% |
| All | +762.0% | +819.8% | -57.9% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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