+115.6%
FSLR vs WY
-20.1%
+135.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +5.0% |
| 7D | +6.8% | -2.1% | +8.9% | +7.8% |
| 30D | -14.7% | -10.5% | -4.2% | -10.2% |
| 3M | -22.6% | -4.9% | -17.7% | -21.2% |
| 6M | +12.7% | -4.9% | +17.6% | +14.4% |
| YTD | -18.4% | -1.7% | -16.7% | -18.7% |
| 1Y | +4.9% | -9.4% | +14.3% | +8.5% |
| 3Y | +16.4% | -22.3% | +38.7% | +28.5% |
| All | +115.6% | -20.1% | +135.7% | +151.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling