+726.4%
FSLR vs WAB
+1,824.5%
-1,098.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.2% | -1.9% |
| 7D | 0.0% | -3.2% | +3.2% | +1.9% |
| 30D | -13.7% | -4.4% | -9.2% | -11.4% |
| 3M | -35.1% | +7.9% | -42.9% | -38.3% |
| 6M | +3.6% | +8.7% | -5.1% | -2.0% |
| YTD | -21.7% | +33.0% | -54.7% | -34.4% |
| 1Y | +1.3% | +46.7% | -45.4% | -19.8% |
| 3Y | +9.7% | +153.0% | -143.3% | -38.6% |
| 5Y | +117.4% | +222.3% | -104.9% | +3.6% |
| 10Y | +435.5% | +291.0% | +144.5% | +89.8% |
| All | +726.4% | +1,824.5% | -1,098.1% | -13.9% |
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