+420.9%
FSLR vs WCN
+322.0%
+98.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.1% | -3.6% |
| 7D | -12.0% | +1.2% | -13.2% | -12.4% |
| 30D | -7.7% | +26.4% | -34.1% | -16.2% |
| 3M | -24.0% | +17.5% | -41.5% | -29.0% |
| 6M | -24.4% | +28.7% | -53.2% | -32.7% |
| YTD | -34.0% | +11.5% | -45.6% | -37.7% |
| 1Y | -35.6% | +15.9% | -51.5% | -40.2% |
| 3Y | +28.7% | +51.6% | -22.9% | -0.6% |
| 5Y | +55.3% | +47.9% | +7.4% | +20.2% |
| All | +420.9% | +322.0% | +98.9% | +154.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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