+36.9%
WDAY vs FSLR
+3.9%
+33.0%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -3.9% | -5.6% |
| 7D | -4.4% | 0.0% | -4.4% | -4.4% |
| 30D | +14.7% | -13.7% | +28.4% | +11.9% |
| 3M | +32.4% | -35.1% | +67.5% | +23.4% |
| 6M | +36.9% | +3.6% | +33.2% | +57.3% |
| All | +36.9% | +3.9% | +33.0% | +57.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling