+726.4%
FSLR vs WY
+94.6%
+631.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.3% | -1.9% |
| 7D | 0.0% | -1.7% | +1.7% | +0.9% |
| 30D | -13.7% | -10.1% | -3.6% | -8.6% |
| 3M | -35.1% | -5.1% | -29.9% | -33.7% |
| 6M | +3.6% | -4.8% | +8.4% | +5.3% |
| YTD | -21.7% | -0.2% | -21.5% | -22.7% |
| 1Y | +1.3% | -6.6% | +7.9% | +2.9% |
| 3Y | +9.7% | -22.7% | +32.4% | +21.8% |
| 5Y | +117.4% | -22.2% | +139.6% | +135.6% |
| 10Y | +435.5% | +7.3% | +428.2% | +324.4% |
| All | +726.4% | +94.6% | +631.8% | +365.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling