+631.5%
FSLR vs WWD
+1,975.7%
-1,344.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -5.9% | -5.7% |
| 7D | -2.6% | +0.4% | -3.1% | -3.3% |
| 30D | +1.8% | -0.4% | +2.2% | +1.4% |
| 3M | -24.4% | -6.1% | -18.3% | -22.7% |
| 6M | -17.7% | -9.5% | -8.2% | -15.0% |
| YTD | -30.7% | +10.8% | -41.5% | -36.1% |
| 1Y | -33.6% | +23.5% | -57.1% | -42.3% |
| 3Y | +35.1% | +151.3% | -116.1% | -20.8% |
| 5Y | +63.1% | +187.8% | -124.8% | -13.9% |
| 10Y | +466.4% | +461.1% | +5.3% | +79.1% |
| All | +631.5% | +1,975.7% | -1,344.1% | -2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling