-26.0%
FSLR vs WAB
+46.5%
-72.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.5% | +4.0% |
| 7D | +10.3% | +4.5% | +5.8% | +7.5% |
| 30D | +10.4% | +1.1% | +9.4% | +9.6% |
| 3M | -20.2% | -1.3% | -18.9% | -19.7% |
| 6M | -8.0% | +12.7% | -20.7% | -15.7% |
| YTD | -25.5% | +38.7% | -64.2% | -44.7% |
| 1Y | -26.0% | +44.9% | -70.9% | -46.1% |
| All | -26.0% | +46.5% | -72.5% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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