+123.5%
FSLR vs WAB
+231.1%
-107.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.0% |
| 7D | +6.8% | +1.7% | +5.2% | +5.8% |
| 30D | -14.7% | -2.4% | -12.3% | -13.6% |
| 3M | -22.6% | +9.7% | -32.2% | -26.9% |
| 6M | +12.7% | +16.5% | -3.8% | +2.8% |
| YTD | -18.4% | +33.7% | -52.1% | -31.3% |
| 1Y | +4.9% | +49.7% | -44.7% | -16.9% |
| 3Y | +16.4% | +170.9% | -154.5% | -37.0% |
| 5Y | +123.5% | +228.0% | -104.6% | +6.6% |
| All | +123.5% | +231.1% | -107.6% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling