+36.9%
FSLR vs WAB
+157.8%
-120.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.8% | +0.9% | +1.8% |
| 7D | +15.3% | +1.4% | +13.9% | +14.4% |
| 30D | +11.7% | +0.4% | +11.3% | +11.2% |
| 3M | -17.6% | -3.8% | -13.8% | -16.2% |
| 6M | -7.7% | +5.1% | -12.8% | -10.7% |
| YTD | -23.0% | +33.3% | -56.3% | -34.3% |
| 1Y | -26.0% | +39.8% | -65.9% | -38.2% |
| 3Y | +36.9% | +161.1% | -124.2% | -34.8% |
| All | +36.9% | +157.8% | -120.9% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling