-32.6%
FSLR vs W
+2.1%
-34.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -2.7% |
| 3M | -26.1% | +10.9% | -36.9% | -27.9% |
| 6M | -23.6% | +86.4% | -110.1% | -32.9% |
| YTD | -31.8% | +14.0% | -45.8% | -36.5% |
| 1Y | -32.6% | +3.5% | -36.1% | -35.8% |
| All | -32.6% | +2.1% | -34.7% | -35.8% |
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