+455.6%
FSLR vs W
+224.5%
+231.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.9% |
| 7D | -8.4% | -7.4% | -1.0% | -7.2% |
| 30D | -0.9% | +7.8% | -8.7% | -2.6% |
| 3M | -26.1% | +10.9% | -36.9% | -27.8% |
| 6M | -23.6% | +86.4% | -110.1% | -33.2% |
| YTD | -31.8% | +14.0% | -45.8% | -35.6% |
| 1Y | -32.6% | +3.5% | -36.1% | -35.3% |
| 3Y | +33.0% | +164.8% | -131.8% | -0.4% |
| 5Y | +56.8% | -53.1% | +109.9% | +40.3% |
| 10Y | +455.6% | +220.4% | +235.1% | +237.4% |
| All | +455.6% | +224.5% | +231.0% | +237.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling