+726.4%
FSLR vs WCC
+448.4%
+278.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.9% | -5.3% | -3.2% |
| 7D | 0.0% | +4.5% | -4.5% | -2.0% |
| 30D | -13.7% | -5.8% | -7.9% | -11.7% |
| 3M | -35.1% | -3.7% | -31.4% | -34.3% |
| 6M | +3.6% | +23.1% | -19.4% | -6.7% |
| YTD | -21.7% | +44.2% | -65.9% | -34.9% |
| 1Y | +1.3% | +62.1% | -60.8% | -20.6% |
| 3Y | +9.7% | +121.1% | -111.4% | -31.4% |
| 5Y | +117.4% | +214.0% | -96.6% | +5.5% |
| 10Y | +435.5% | +472.8% | -37.3% | +56.2% |
| All | +726.4% | +448.4% | +278.0% | +103.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling