0.0%
FSLR vs WAB
+47.7%
-47.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.4% | -3.4% | -3.9% |
| 7D | +0.2% | +0.2% | 0.0% | +0.2% |
| 30D | -15.1% | -4.6% | -10.6% | -12.8% |
| 3M | -22.5% | +5.6% | -28.2% | -25.6% |
| 6M | +4.0% | +13.8% | -9.9% | -5.7% |
| YTD | -22.3% | +31.9% | -54.1% | -37.0% |
| 1Y | 0.0% | +48.3% | -48.2% | -21.7% |
| All | 0.0% | +47.7% | -47.7% | -21.7% |
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