+454.3%
FSLR vs WCC
+509.2%
-54.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.5% | +1.8% | +3.5% |
| 7D | +6.8% | +8.5% | -1.7% | +3.8% |
| 30D | -14.7% | -1.0% | -13.7% | -14.6% |
| 3M | -22.6% | +2.1% | -24.7% | -23.4% |
| 6M | +12.7% | +36.8% | -24.1% | +1.0% |
| YTD | -18.4% | +47.7% | -66.1% | -29.1% |
| 1Y | +4.9% | +66.5% | -61.6% | -12.7% |
| 3Y | +16.4% | +134.2% | -117.8% | -18.2% |
| 5Y | +123.5% | +231.6% | -108.2% | +32.7% |
| 10Y | +454.3% | +508.1% | -53.8% | +138.6% |
| All | +454.3% | +509.2% | -54.9% | +138.6% |
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