+36.9%
FSLR vs WWD
+145.1%
-108.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.4% | -0.7% | +1.5% |
| 7D | +15.3% | +4.2% | +11.2% | +13.3% |
| 30D | +11.7% | -2.1% | +13.8% | +12.2% |
| 3M | -17.6% | -13.2% | -4.4% | -13.4% |
| 6M | -7.7% | -16.9% | +9.1% | -2.1% |
| YTD | -23.0% | +5.2% | -28.2% | -26.0% |
| 1Y | -26.0% | +20.6% | -46.6% | -32.6% |
| 3Y | +36.9% | +146.3% | -109.5% | -4.4% |
| All | +36.9% | +145.1% | -108.2% | -4.4% |
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