+3,684.3%
WDC vs FSLR
+734.5%
+2,949.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.4% | +7.3% | +6.2% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | -10.0% | -13.7% | +3.7% | -7.2% |
| 3M | -18.8% | -35.1% | +16.3% | -10.0% |
| 6M | +79.0% | +3.6% | +75.4% | +77.7% |
| YTD | +171.6% | -21.7% | +193.3% | +185.5% |
| 1Y | +417.4% | +1.3% | +416.1% | +413.2% |
| 3Y | +1,251.8% | +9.7% | +1,242.1% | +1,125.2% |
| 5Y | +911.7% | +117.4% | +794.3% | +633.9% |
| 10Y | +1,399.6% | +435.5% | +964.2% | +712.2% |
| All | +3,684.3% | +734.5% | +2,949.8% | +1,771.8% |
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