+418.1%
FSLR vs WU
-38.9%
+457.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.9% |
| 7D | -14.8% | -2.0% | -12.8% | -14.4% |
| 30D | -4.3% | +11.4% | -15.7% | -6.9% |
| 3M | -23.4% | -6.8% | -16.6% | -22.3% |
| 6M | -26.9% | -14.6% | -12.3% | -25.1% |
| YTD | -34.4% | -20.6% | -13.8% | -32.0% |
| 1Y | -33.2% | -15.4% | -17.8% | -32.0% |
| 3Y | +28.1% | -23.6% | +51.7% | +31.7% |
| 5Y | +54.5% | -43.4% | +97.9% | +69.8% |
| All | +418.1% | -38.9% | +457.0% | +416.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling