+287.6%
WBD vs FSLR
+734.5%
-446.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.2% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | +8.8% | -13.7% | +22.4% | +11.1% |
| 3M | +4.6% | -35.1% | +39.7% | +11.2% |
| 6M | +1.1% | +3.6% | -2.6% | -0.6% |
| YTD | -2.0% | -21.7% | +19.8% | +0.1% |
| 1Y | +140.0% | +1.3% | +138.7% | +134.2% |
| 3Y | +144.4% | +9.7% | +134.7% | +125.5% |
| 5Y | -0.2% | +117.4% | -117.6% | -19.8% |
| 10Y | +9.1% | +435.5% | -426.4% | -29.4% |
| All | +287.6% | +734.5% | -446.9% | +132.7% |
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