-33.2%
FSLR vs WWD
+21.4%
-54.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -14.8% | +4.0% | -18.7% | -16.0% |
| 30D | -4.3% | +0.4% | -4.7% | -4.8% |
| 3M | -23.4% | -7.9% | -15.5% | -21.4% |
| 6M | -26.9% | -10.6% | -16.3% | -25.0% |
| YTD | -34.4% | +9.4% | -43.8% | -38.0% |
| 1Y | -33.2% | +25.7% | -59.0% | -38.8% |
| All | -33.2% | +21.4% | -54.6% | -38.8% |
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