-26.0%
FSLR vs W
+21.5%
-47.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +11.0% | -6.4% | +2.4% |
| 7D | +10.3% | +8.4% | +2.0% | +8.4% |
| 30D | +10.4% | +16.5% | -6.1% | +6.9% |
| 3M | -20.2% | +6.4% | -26.6% | -21.5% |
| 6M | -8.0% | +90.5% | -98.5% | -19.9% |
| YTD | -25.5% | +23.1% | -48.6% | -31.4% |
| 1Y | -26.0% | +24.3% | -50.2% | -32.3% |
| All | -26.0% | +21.5% | -47.4% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1y: compounded portfolio wealth divided by compounded W 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…
1y analysis · Full analysis span regression · 6 months rolling