-7.7%
FSLR vs W
+67.4%
-75.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.2% | +3.1% |
| 7D | +15.3% | -3.6% | +18.9% | +16.0% |
| 30D | +11.7% | +7.0% | +4.7% | +9.2% |
| 3M | -17.6% | +7.4% | -25.0% | -19.6% |
| 6M | -7.7% | +69.3% | -77.0% | -22.3% |
| All | -7.7% | +67.4% | -75.1% | -22.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling