+36.9%
FSLR vs WEC
+53.8%
-17.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.1% | +4.8% | +2.7% |
| 7D | +15.3% | -0.2% | +15.5% | +15.3% |
| 30D | +11.7% | +12.3% | -0.6% | +11.6% |
| 3M | -17.6% | +8.3% | -25.9% | -17.7% |
| 6M | -7.7% | +3.5% | -11.2% | -8.0% |
| YTD | -23.0% | +12.7% | -35.7% | -23.5% |
| 1Y | -26.0% | +8.2% | -34.2% | -26.4% |
| 3Y | +36.9% | +55.9% | -19.0% | +14.0% |
| All | +36.9% | +53.8% | -17.0% | +14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling