-26.0%
FSLR vs WWD
+27.2%
-53.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.9% | +6.5% | +5.3% |
| 7D | +10.3% | +7.3% | +3.0% | +7.3% |
| 30D | +10.4% | -2.0% | +12.4% | +11.0% |
| 3M | -20.2% | -12.6% | -7.6% | -16.3% |
| 6M | -8.0% | -8.4% | +0.4% | -6.4% |
| YTD | -25.5% | +8.2% | -33.8% | -30.1% |
| 1Y | -26.0% | +26.5% | -52.5% | -33.5% |
| All | -26.0% | +27.2% | -53.2% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling