+420.9%
FSLR vs WAB
+269.8%
+151.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.7% |
| 7D | -12.0% | +7.9% | -19.9% | -15.1% |
| 30D | -7.7% | +4.9% | -12.5% | -9.9% |
| 3M | -24.0% | +1.8% | -25.8% | -24.9% |
| 6M | -24.4% | +12.0% | -36.4% | -28.6% |
| YTD | -34.0% | +41.3% | -75.3% | -43.8% |
| 1Y | -35.6% | +43.8% | -79.4% | -45.5% |
| 3Y | +28.7% | +171.1% | -142.4% | -18.0% |
| 5Y | +55.3% | +217.7% | -162.4% | -7.9% |
| All | +420.9% | +269.8% | +151.1% | +166.6% |
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