+726.4%
FSLR vs WEC
+751.4%
-25.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | -13.7% | -1.3% | -12.4% | -13.3% |
| 3M | -35.1% | -3.9% | -31.2% | -34.4% |
| 6M | +3.6% | -8.3% | +12.0% | +6.8% |
| YTD | -21.7% | +3.1% | -24.8% | -23.5% |
| 1Y | +1.3% | +1.9% | -0.7% | -0.7% |
| 3Y | +9.7% | +41.9% | -32.2% | -9.7% |
| 5Y | +117.4% | +30.8% | +86.6% | +81.9% |
| 10Y | +435.5% | +141.9% | +293.6% | +158.0% |
| All | +726.4% | +751.4% | -25.1% | +8.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling