+13.3%
FSLR vs WU
-24.9%
+38.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.3% |
| 7D | 0.0% | -0.8% | +0.8% | +0.1% |
| 30D | -13.7% | -1.1% | -12.6% | -13.5% |
| 3M | -35.1% | -3.9% | -31.2% | -35.4% |
| 6M | +3.6% | -20.7% | +24.3% | +7.0% |
| YTD | -21.7% | -18.4% | -3.4% | -20.1% |
| 1Y | +1.3% | -8.1% | +9.3% | -0.9% |
| All | +13.3% | -24.9% | +38.2% | +8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling