+220.3%
FSLR vs W
+176.2%
+44.1%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -4.0% | -1.9% |
| 7D | 0.0% | -4.2% | +4.2% | +0.7% |
| 30D | -13.7% | -7.6% | -6.1% | -12.5% |
| 3M | -35.1% | +37.2% | -72.2% | -39.3% |
| 6M | +3.6% | +26.3% | -22.7% | -2.5% |
| YTD | -21.7% | -1.0% | -20.8% | -23.7% |
| 1Y | +1.3% | +20.1% | -18.8% | -5.7% |
| 3Y | +9.7% | +37.8% | -28.1% | -6.7% |
| 5Y | +117.4% | -63.7% | +181.0% | +103.9% |
| 10Y | +435.5% | +156.3% | +279.2% | +244.0% |
| All | +220.3% | +176.2% | +44.1% | +96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling