+13.3%
FSLR vs WWD
+170.0%
-156.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.9% |
| 7D | 0.0% | +1.3% | -1.3% | -0.5% |
| 30D | -13.7% | -7.2% | -6.5% | -11.2% |
| 3M | -35.1% | -3.8% | -31.2% | -34.6% |
| 6M | +3.6% | -9.9% | +13.5% | +6.7% |
| YTD | -21.7% | +14.8% | -36.6% | -27.2% |
| 1Y | +1.3% | +42.1% | -40.8% | -13.8% |
| All | +13.3% | +170.0% | -156.7% | -29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling