+418.1%
FSLR vs WEC
+195.5%
+222.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -14.8% | +1.5% | -16.3% | -15.0% |
| 30D | -4.3% | +10.2% | -14.5% | -5.8% |
| 3M | -23.4% | +7.6% | -30.9% | -24.3% |
| 6M | -26.9% | +6.6% | -33.6% | -27.9% |
| YTD | -34.4% | +14.4% | -48.8% | -36.0% |
| 1Y | -33.2% | +8.8% | -42.0% | -34.3% |
| 3Y | +28.1% | +63.3% | -35.3% | +15.4% |
| 5Y | +54.5% | +56.0% | -1.5% | +40.5% |
| All | +418.1% | +195.5% | +222.6% | +261.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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