+713.0%
FSLR vs WCC
+357.3%
+355.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.6% | +1.8% |
| 7D | +15.3% | -14.7% | +30.0% | +22.7% |
| 30D | +11.7% | -20.1% | +31.7% | +21.8% |
| 3M | -17.6% | -21.2% | +3.5% | -10.1% |
| 6M | -7.7% | -19.2% | +11.4% | -0.6% |
| YTD | -23.0% | +20.2% | -43.2% | -31.6% |
| 1Y | -26.0% | +14.5% | -40.5% | -32.8% |
| 3Y | +36.9% | +115.1% | -78.3% | -14.7% |
| 5Y | +72.9% | +121.5% | -48.6% | -2.3% |
| 10Y | +519.3% | +468.1% | +51.2% | +75.5% |
| All | +713.0% | +357.3% | +355.7% | +113.2% |
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