-35.1%
WDAY vs FSLR
+60.7%
-95.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.9% | -0.1% |
| 7D | -4.6% | -2.6% | -1.9% | -4.4% |
| 30D | +1.2% | +1.8% | -0.5% | +0.9% |
| 3M | +2.6% | -24.4% | +26.9% | +5.2% |
| 6M | +47.8% | -17.7% | +65.5% | +49.3% |
| YTD | -12.1% | -30.7% | +18.7% | -9.8% |
| 1Y | -17.1% | -33.6% | +16.5% | -14.7% |
| 3Y | -17.9% | +35.1% | -53.0% | -31.4% |
| 5Y | -35.1% | +63.1% | -98.2% | -56.5% |
| All | -35.1% | +60.7% | -95.8% | -56.5% |
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