+454.3%
FSLR vs WEC
+143.0%
+311.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +4.1% |
| 7D | +6.8% | +0.8% | +6.0% | +6.7% |
| 30D | -14.7% | +0.3% | -15.1% | -14.8% |
| 3M | -22.6% | -2.9% | -19.6% | -22.4% |
| 6M | +12.7% | -5.9% | +18.6% | +13.5% |
| YTD | -18.4% | +4.1% | -22.5% | -19.2% |
| 1Y | +4.9% | +3.1% | +1.8% | +4.0% |
| 3Y | +16.4% | +40.8% | -24.4% | +7.5% |
| 5Y | +123.5% | +31.7% | +91.8% | +108.4% |
| 10Y | +454.3% | +141.1% | +313.2% | +306.5% |
| All | +454.3% | +143.0% | +311.3% | +306.5% |
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