+4.2%
WBD vs FSLR
+112.6%
-108.4%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.8% | +4.0% | +0.1% |
| 7D | -1.7% | +0.2% | -1.9% | -1.8% |
| 30D | +3.9% | -15.1% | +19.0% | +6.6% |
| 3M | +5.1% | -22.5% | +27.6% | +9.2% |
| 6M | +0.6% | +4.0% | -3.4% | -1.5% |
| YTD | -3.2% | -22.3% | +19.1% | -0.8% |
| 1Y | +127.7% | 0.0% | +127.6% | +120.9% |
| 3Y | +146.6% | +10.9% | +135.7% | +116.0% |
| 5Y | +4.2% | +105.4% | -101.2% | -29.3% |
| All | +4.2% | +112.6% | -108.4% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling