+454.3%
FSLR vs WWD
+476.2%
-21.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.0% | +6.3% | +5.1% |
| 7D | +6.8% | +0.8% | +6.0% | +6.4% |
| 30D | -14.7% | -6.4% | -8.3% | -12.6% |
| 3M | -22.6% | -5.6% | -16.9% | -21.4% |
| 6M | +12.7% | -9.1% | +21.8% | +15.7% |
| YTD | -18.4% | +12.5% | -30.9% | -23.1% |
| 1Y | +4.9% | +41.3% | -36.4% | -10.1% |
| 3Y | +16.4% | +170.2% | -153.8% | -24.2% |
| 5Y | +123.5% | +192.5% | -69.0% | +37.6% |
| 10Y | +454.3% | +476.9% | -22.6% | +170.2% |
| All | +454.3% | +476.2% | -21.9% | +170.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling