+631.5%
FSLR vs WAB
+1,964.9%
-1,333.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.8% | -7.3% | -6.6% |
| 7D | -2.6% | +4.0% | -6.7% | -5.3% |
| 30D | +1.8% | +6.3% | -4.6% | -2.4% |
| 3M | -24.4% | +3.3% | -27.7% | -26.3% |
| 6M | -17.7% | +14.5% | -32.2% | -24.9% |
| YTD | -30.7% | +42.7% | -73.4% | -44.6% |
| 1Y | -33.6% | +45.2% | -78.8% | -47.4% |
| 3Y | +35.1% | +173.8% | -138.6% | -28.1% |
| 5Y | +63.1% | +223.8% | -160.7% | -22.7% |
| 10Y | +466.4% | +280.5% | +186.0% | +106.2% |
| All | +631.5% | +1,964.9% | -1,333.3% | -27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling