+292.6%
WDAY vs FSLR
+717.0%
-424.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.5% |
| 7D | -5.3% | -8.4% | +3.1% | -3.9% |
| 30D | +1.5% | -0.9% | +2.4% | +1.5% |
| 3M | +5.5% | -26.1% | +31.5% | +10.7% |
| 6M | +57.4% | -23.6% | +81.1% | +62.5% |
| YTD | -11.0% | -31.8% | +20.8% | -7.5% |
| 1Y | -15.8% | -32.6% | +16.8% | -12.5% |
| 3Y | -16.9% | +33.0% | -49.9% | -31.0% |
| 5Y | -35.3% | +56.8% | -92.0% | -50.9% |
| 10Y | +131.0% | +455.6% | -324.5% | +26.9% |
| All | +292.6% | +717.0% | -424.4% | +131.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling