+148.4%
WBD vs FSLR
+15.2%
+133.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.8% | -1.1% |
| 7D | -0.7% | +6.8% | -7.5% | -1.7% |
| 30D | +5.0% | -14.7% | +19.7% | +7.4% |
| 3M | +6.2% | -22.6% | +28.8% | +10.0% |
| 6M | +0.6% | +12.7% | -12.1% | -2.5% |
| YTD | -2.4% | -18.4% | +15.9% | -0.9% |
| 1Y | +127.7% | +4.9% | +122.8% | +119.5% |
| 3Y | +148.4% | +16.4% | +132.0% | +91.2% |
| All | +148.4% | +15.2% | +133.3% | +91.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling