+1.3%
FSLR vs WAB
+48.2%
-46.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.2% | -1.9% |
| 7D | 0.0% | -3.2% | +3.2% | +1.9% |
| 30D | -13.7% | -4.4% | -9.2% | -11.4% |
| 3M | -35.1% | +7.9% | -42.9% | -38.5% |
| 6M | +3.6% | +8.7% | -5.1% | -3.1% |
| YTD | -21.7% | +33.0% | -54.7% | -36.9% |
| 1Y | +1.3% | +46.7% | -45.4% | -21.0% |
| All | +1.3% | +48.2% | -46.9% | -21.0% |
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