+992.6%
WDC vs FSLR
+116.7%
+875.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.3% | -2.2% | +1.2% |
| 7D | +6.0% | +6.8% | -0.8% | +4.4% |
| 30D | +9.9% | -14.7% | +24.7% | +13.7% |
| 3M | -9.4% | -22.6% | +13.2% | -4.3% |
| 6M | +94.7% | +12.7% | +82.0% | +91.0% |
| YTD | +177.4% | -18.4% | +195.7% | +187.3% |
| 1Y | +412.6% | +4.9% | +407.6% | +409.4% |
| 3Y | +1,359.8% | +16.4% | +1,343.4% | +1,264.3% |
| 5Y | +992.6% | +123.5% | +869.1% | +703.4% |
| All | +992.6% | +116.7% | +875.8% | +703.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling