+411.1%
WDC vs FSLR
-0.5%
+411.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.8% | +5.8% | +3.4% |
| 7D | +7.5% | +0.2% | +7.2% | +7.1% |
| 30D | +10.1% | -15.1% | +25.2% | +18.9% |
| 3M | -6.8% | -22.5% | +15.7% | +5.5% |
| 6M | +84.1% | +4.0% | +80.2% | +80.5% |
| YTD | +180.3% | -22.3% | +202.5% | +209.0% |
| 1Y | +411.1% | 0.0% | +411.1% | +363.5% |
| All | +411.1% | -0.5% | +411.6% | +363.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling