+113.3%
WDAY vs FSLR
+431.1%
-317.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.8% | +4.6% | +0.8% |
| 7D | -7.4% | +0.2% | -7.6% | -7.5% |
| 30D | +1.0% | -15.1% | +16.1% | +4.0% |
| 3M | +32.7% | -22.5% | +55.2% | +38.1% |
| 6M | +25.6% | +4.0% | +21.6% | +22.0% |
| YTD | -13.4% | -22.3% | +8.9% | -11.5% |
| 1Y | -19.4% | 0.0% | -19.4% | -22.7% |
| 3Y | -25.8% | +10.9% | -36.6% | -36.7% |
| 5Y | -31.1% | +105.4% | -136.5% | -54.3% |
| 10Y | +113.3% | +447.0% | -333.7% | -3.2% |
| All | +113.3% | +431.1% | -317.8% | -3.2% |
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 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