+726.4%
FSLR vs WAT
+707.5%
+18.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.9% |
| 7D | 0.0% | -1.3% | +1.3% | +0.7% |
| 30D | -13.7% | +2.3% | -16.0% | -14.7% |
| 3M | -35.1% | +8.7% | -43.8% | -38.1% |
| 6M | +3.6% | +28.3% | -24.7% | -10.6% |
| YTD | -21.7% | +7.8% | -29.5% | -26.6% |
| 1Y | +1.3% | +36.6% | -35.3% | -17.1% |
| 3Y | +9.7% | +45.7% | -36.0% | -19.0% |
| 5Y | +117.4% | -3.3% | +120.7% | +94.8% |
| 10Y | +435.5% | +162.1% | +273.4% | +127.8% |
| All | +726.4% | +707.5% | +18.9% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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