-19.4%
WDAY vs FSLR
-0.5%
-18.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.8% | +4.6% | -0.5% |
| 7D | -7.4% | +0.2% | -7.6% | -7.3% |
| 30D | +1.0% | -15.1% | +16.1% | -0.2% |
| 3M | +32.7% | -22.5% | +55.2% | +30.9% |
| 6M | +25.6% | +4.0% | +21.6% | +27.9% |
| YTD | -13.4% | -22.3% | +8.9% | -10.8% |
| 1Y | -19.4% | 0.0% | -19.4% | -24.2% |
| All | -19.4% | -0.5% | -18.9% | -24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling