+713.0%
FSLR vs WAT
+802.6%
-89.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.8% | +2.2% |
| 7D | +15.3% | -1.1% | +16.4% | +15.9% |
| 30D | +11.7% | +5.0% | +6.7% | +8.6% |
| 3M | -17.6% | +14.5% | -32.1% | -23.7% |
| 6M | -7.7% | +30.9% | -38.7% | -20.8% |
| YTD | -23.0% | +20.5% | -43.5% | -32.3% |
| 1Y | -26.0% | +23.3% | -49.3% | -35.8% |
| 3Y | +36.9% | +81.5% | -44.6% | -10.8% |
| 5Y | +72.9% | +33.4% | +39.5% | +28.3% |
| 10Y | +519.3% | +231.5% | +287.8% | +129.2% |
| All | +713.0% | +802.6% | -89.5% | +19.7% |
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