+453.5%
FSLR vs WY
+7.2%
+446.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.7% | +4.7% | +3.1% |
| 7D | -0.1% | -3.7% | +3.6% | +1.4% |
| 30D | -14.0% | -11.3% | -2.7% | -9.6% |
| 3M | -16.9% | -8.1% | -8.7% | -14.3% |
| 6M | +4.7% | -7.4% | +12.2% | +7.4% |
| YTD | -20.7% | -4.7% | -16.0% | -19.9% |
| 1Y | +1.7% | -9.2% | +10.9% | +4.4% |
| 3Y | +13.1% | -24.7% | +37.8% | +24.8% |
| 5Y | +108.4% | -21.6% | +130.0% | +124.2% |
| All | +453.5% | +7.2% | +446.3% | +417.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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