+466.4%
FSLR vs WCC
+460.5%
+5.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.6% | -5.6% |
| 7D | -2.6% | -9.9% | +7.3% | 0.0% |
| 30D | +1.8% | -13.4% | +15.2% | +5.7% |
| 3M | -24.4% | -13.5% | -10.9% | -21.8% |
| 6M | -17.7% | -10.6% | -7.1% | -15.9% |
| YTD | -30.7% | +30.1% | -60.8% | -38.2% |
| 1Y | -33.6% | +22.3% | -55.9% | -39.5% |
| 3Y | +35.1% | +130.3% | -95.1% | -6.1% |
| 5Y | +63.1% | +144.5% | -81.4% | +5.3% |
| 10Y | +466.4% | +431.8% | +34.6% | +130.8% |
| All | +466.4% | +460.5% | +5.9% | +130.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling