+273.2%
WBD vs FSLR
+830.9%
-557.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.2% |
| 7D | -0.1% | +4.0% | -4.0% | -0.7% |
| 30D | -0.9% | +12.1% | -13.0% | -2.8% |
| 3M | -3.2% | +3.5% | -6.7% | -4.2% |
| 6M | +22.6% | -14.8% | +37.3% | +24.3% |
| YTD | -5.6% | -12.7% | +7.1% | -4.4% |
| 1Y | +194.7% | +46.0% | +148.7% | +169.7% |
| 3Y | +117.4% | -1.6% | +119.0% | +105.1% |
| 5Y | -23.9% | +227.1% | -251.0% | -42.2% |
| 10Y | -3.3% | +364.6% | -367.9% | -35.8% |
| All | +273.2% | +830.9% | -557.7% | +122.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling