+302.1%
WDAY vs FSLR
+837.8%
-535.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -3.9% | -5.1% |
| 7D | -4.4% | 0.0% | -4.4% | -4.3% |
| 30D | +14.7% | -13.7% | +28.4% | +17.7% |
| 3M | +32.4% | -35.1% | +67.5% | +41.9% |
| 6M | +36.9% | +3.6% | +33.2% | +33.4% |
| YTD | -8.8% | -21.7% | +12.9% | -7.1% |
| 1Y | -15.3% | +1.3% | -16.6% | -18.5% |
| 3Y | -21.2% | +9.7% | -30.9% | -31.1% |
| 5Y | -29.5% | +117.4% | -146.9% | -49.9% |
| 10Y | +120.0% | +435.5% | -315.5% | +21.2% |
| All | +302.1% | +837.8% | -535.7% | +132.7% |
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