+96.9%
FSLR vs WTW
+42.0%
+54.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +2.2% | -5.7% | +8.0% | +2.8% |
| 30D | -7.8% | -7.3% | -0.6% | -7.2% |
| 3M | -22.9% | +21.5% | -44.4% | -24.3% |
| 6M | +4.4% | +9.6% | -5.2% | +3.7% |
| YTD | -20.0% | -3.3% | -16.7% | -18.6% |
| 1Y | +2.8% | -6.1% | +9.0% | +5.3% |
| 3Y | +16.5% | +61.8% | -45.3% | -7.2% |
| All | +96.9% | +42.0% | +54.9% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 5y: compounded portfolio wealth divided by compounded WTW 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…
5y analysis · Full analysis span regression · 6 months rolling