-9.1%
FSLR vs WOLF
+51.6%
-60.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -5.5% | +0.8% | -4.0% |
| 7D | +0.2% | +2.4% | -2.1% | -0.1% |
| 30D | -15.1% | -6.9% | -8.2% | -14.8% |
| 3M | -22.5% | -44.1% | +21.5% | -18.2% |
| 6M | +4.0% | +53.6% | -49.7% | -1.3% |
| YTD | -22.3% | +56.7% | -78.9% | -26.7% |
| All | -9.1% | +51.6% | -60.7% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 1y: compounded portfolio wealth divided by compounded WOLF 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…
1y analysis · Full analysis span regression · 6 months rolling