+762.0%
FSLR vs WTW
+373.1%
+388.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.8% | +7.1% | +5.7% |
| 7D | +6.8% | -2.7% | +9.5% | +8.2% |
| 30D | -14.7% | -5.6% | -9.1% | -12.5% |
| 3M | -22.6% | +26.5% | -49.1% | -31.7% |
| 6M | +12.7% | +8.1% | +4.6% | +5.6% |
| YTD | -18.4% | -0.3% | -18.1% | -21.2% |
| 1Y | +4.9% | -0.9% | +5.8% | +1.0% |
| 3Y | +16.4% | +66.6% | -50.2% | -19.4% |
| 5Y | +123.5% | +54.0% | +69.5% | +58.8% |
| 10Y | +454.3% | +198.1% | +256.2% | +137.9% |
| All | +762.0% | +373.1% | +388.9% | +147.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling