+1,309.1%
WDC vs FSLR
+431.1%
+878.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.8% | +5.8% | +2.3% |
| 7D | +7.5% | +0.2% | +7.2% | +7.3% |
| 30D | +10.1% | -15.1% | +25.2% | +14.6% |
| 3M | -6.8% | -22.5% | +15.7% | -0.6% |
| 6M | +84.1% | +4.0% | +80.2% | +82.6% |
| YTD | +180.3% | -22.3% | +202.5% | +196.2% |
| 1Y | +411.1% | 0.0% | +411.1% | +408.8% |
| 3Y | +1,375.0% | +10.9% | +1,364.1% | +1,223.2% |
| 5Y | +991.6% | +105.4% | +886.2% | +652.2% |
| 10Y | +1,309.1% | +447.0% | +862.1% | +561.4% |
| All | +1,309.1% | +431.1% | +878.0% | +561.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling