+33.1%
FSLR vs WST
+23.3%
+9.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -8.4% | +1.1% | -9.5% | -8.5% |
| 30D | -0.9% | +12.4% | -13.3% | -2.1% |
| 3M | -26.1% | +17.6% | -43.6% | -27.3% |
| 6M | -23.6% | +28.3% | -51.9% | -25.6% |
| YTD | -31.8% | +50.5% | -82.3% | -34.5% |
| 1Y | -32.6% | +49.4% | -82.0% | -35.2% |
| All | +33.1% | +23.3% | +9.8% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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