+713.0%
FSLR vs WU
-33.3%
+746.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.0% | +4.7% | +3.7% |
| 7D | +15.3% | +11.7% | +3.6% | +9.4% |
| 30D | +11.7% | +12.6% | -0.9% | +5.2% |
| 3M | -17.6% | -0.5% | -17.1% | -18.0% |
| 6M | -7.7% | -18.2% | +10.5% | -1.5% |
| YTD | -23.0% | -19.0% | -4.0% | -18.5% |
| 1Y | -26.0% | -16.7% | -9.4% | -23.1% |
| 3Y | +36.9% | -21.0% | +57.9% | +40.8% |
| 5Y | +72.9% | -41.7% | +114.6% | +96.4% |
| 10Y | +519.3% | -35.0% | +554.3% | +498.2% |
| All | +713.0% | -33.3% | +746.4% | +527.7% |
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