+619.9%
FSLR vs WU
-34.8%
+654.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -0.2% |
| 7D | -8.4% | +2.1% | -10.6% | -9.5% |
| 30D | -0.9% | +10.1% | -11.0% | -5.6% |
| 3M | -26.1% | -1.1% | -24.9% | -26.2% |
| 6M | -23.6% | -19.8% | -3.9% | -17.7% |
| YTD | -31.8% | -20.8% | -11.1% | -27.1% |
| 1Y | -32.6% | -15.1% | -17.5% | -30.6% |
| 3Y | +33.0% | -23.2% | +56.2% | +38.6% |
| 5Y | +56.8% | -42.6% | +99.4% | +79.5% |
| 10Y | +455.6% | -38.9% | +494.4% | +455.4% |
| All | +619.9% | -34.8% | +654.7% | +461.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling