+474.3%
FSLR vs WAB
+288.1%
+186.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.1% |
| 7D | +6.8% | +1.7% | +5.2% | +6.1% |
| 30D | -14.7% | -2.4% | -12.3% | -13.8% |
| 3M | -22.6% | +9.7% | -32.2% | -25.9% |
| 6M | +12.7% | +16.5% | -3.8% | +5.1% |
| YTD | -18.4% | +33.7% | -52.1% | -28.4% |
| 1Y | +4.9% | +49.7% | -44.7% | -12.2% |
| 3Y | +16.4% | +170.9% | -154.5% | -25.2% |
| 5Y | +123.5% | +228.0% | -104.6% | +32.1% |
| All | +474.3% | +288.1% | +186.2% | +183.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling