+726.4%
FSLR vs WU
-32.8%
+759.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.0% |
| 7D | 0.0% | -0.8% | +0.8% | +0.4% |
| 30D | -13.7% | -1.1% | -12.6% | -13.4% |
| 3M | -35.1% | -3.9% | -31.2% | -35.4% |
| 6M | +3.6% | -20.7% | +24.3% | +12.3% |
| YTD | -21.7% | -18.4% | -3.4% | -17.1% |
| 1Y | +1.3% | -8.1% | +9.3% | -0.2% |
| 3Y | +9.7% | -24.2% | +33.9% | +15.6% |
| 5Y | +117.4% | -50.4% | +167.8% | +170.7% |
| 10Y | +435.5% | -40.0% | +475.5% | +447.0% |
| All | +726.4% | -32.8% | +759.2% | +538.6% |
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