-26.0%
FSLR vs WCC
+24.5%
-50.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -9.9% | +14.6% | +8.7% |
| 7D | +10.3% | -8.8% | +19.1% | +13.6% |
| 30D | +10.4% | -16.0% | +26.4% | +18.0% |
| 3M | -20.2% | -15.2% | -4.9% | -15.5% |
| 6M | -8.0% | -8.4% | +0.4% | -6.5% |
| YTD | -25.5% | +30.1% | -55.6% | -40.6% |
| 1Y | -26.0% | +26.4% | -52.4% | -39.3% |
| All | -26.0% | +24.5% | -50.4% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 1y: compounded portfolio wealth divided by compounded WCC 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…
1y analysis · Full analysis span regression · 6 months rolling