+1.3%
FSLR vs W
+25.7%
-24.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -4.0% | -1.8% |
| 7D | 0.0% | -4.2% | +4.2% | +0.6% |
| 30D | -13.7% | -7.6% | -6.1% | -12.7% |
| 3M | -35.1% | +37.2% | -72.2% | -38.5% |
| 6M | +3.6% | +26.3% | -22.7% | -2.2% |
| YTD | -21.7% | -1.0% | -20.8% | -24.3% |
| 1Y | +1.3% | +20.1% | -18.8% | -1.6% |
| All | +1.3% | +25.7% | -24.4% | -1.6% |
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