-31.6%
WDAY vs FSLR
+116.7%
-148.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.3% | -9.2% | -5.3% |
| 7D | -6.1% | +6.8% | -12.9% | -6.7% |
| 30D | +3.7% | -14.7% | +18.4% | +5.3% |
| 3M | +29.6% | -22.6% | +52.1% | +32.6% |
| 6M | +23.3% | +12.7% | +10.6% | +20.2% |
| YTD | -13.3% | -18.4% | +5.1% | -12.3% |
| 1Y | -19.6% | +4.9% | -24.6% | -22.0% |
| 3Y | -25.7% | +16.4% | -42.1% | -34.0% |
| 5Y | -31.6% | +123.5% | -155.0% | -54.1% |
| All | -31.6% | +116.7% | -148.3% | -54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling