+130.1%
WDAY vs FSLR
+458.2%
-328.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.9% | +0.3% |
| 7D | -4.6% | -2.6% | -1.9% | -4.2% |
| 30D | +1.2% | +1.8% | -0.5% | +0.7% |
| 3M | +2.6% | -24.4% | +26.9% | +7.5% |
| 6M | +47.8% | -17.7% | +65.5% | +50.4% |
| YTD | -12.1% | -30.7% | +18.7% | -8.6% |
| 1Y | -17.1% | -33.6% | +16.5% | -13.4% |
| 3Y | -17.9% | +35.1% | -53.0% | -34.7% |
| 5Y | -35.1% | +63.1% | -98.2% | -54.8% |
| 10Y | +130.1% | +466.4% | -336.3% | +3.3% |
| All | +130.1% | +458.2% | -328.1% | +3.3% |
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 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