-35.6%
FSLR vs WCC
+27.1%
-62.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -12.0% | +14.2% | -26.2% | -16.4% |
| 30D | -7.7% | -9.8% | +2.2% | -4.6% |
| 3M | -24.0% | -10.1% | -13.9% | -21.9% |
| 6M | -24.4% | -9.4% | -15.0% | -23.0% |
| YTD | -34.0% | +34.4% | -68.4% | -47.8% |
| 1Y | -35.6% | +23.3% | -58.9% | -44.9% |
| All | -35.6% | +27.1% | -62.7% | -44.9% |
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