+11.4%
WBD vs FSLR
+466.5%
-455.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | -0.7% | +2.2% | -3.0% | -1.1% |
| 30D | +1.4% | -7.8% | +9.2% | +2.6% |
| 3M | +4.4% | -22.9% | +27.3% | +8.3% |
| 6M | +0.8% | +4.4% | -3.6% | -1.0% |
| YTD | -2.7% | -20.0% | +17.3% | -0.9% |
| 1Y | +73.4% | +2.8% | +70.6% | +68.4% |
| 3Y | +142.1% | +16.5% | +125.6% | +118.1% |
| 5Y | +7.2% | +110.3% | -103.0% | -15.5% |
| All | +11.4% | +466.5% | -455.1% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 FSLR 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