+447.0%
FSLR vs WU
-40.9%
+487.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.9% | -3.9% | -4.6% |
| 7D | +0.2% | -4.9% | +5.2% | +1.4% |
| 30D | -15.1% | -1.3% | -13.9% | -15.0% |
| 3M | -22.5% | -3.6% | -19.0% | -22.9% |
| 6M | +4.0% | -24.3% | +28.3% | +10.0% |
| YTD | -22.3% | -21.1% | -1.2% | -19.1% |
| 1Y | 0.0% | -10.3% | +10.3% | -0.3% |
| 3Y | +10.9% | -28.4% | +39.2% | +16.4% |
| 5Y | +105.4% | -51.2% | +156.6% | +138.6% |
| 10Y | +447.0% | -39.6% | +486.6% | +437.2% |
| All | +447.0% | -40.9% | +487.9% | +437.2% |
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