+2,242.0%
WDC vs FSLR
+638.7%
+1,603.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | +1.1% |
| 7D | -16.7% | -2.6% | -14.1% | -16.5% |
| 30D | -27.2% | +1.8% | -29.0% | -27.8% |
| 3M | -34.0% | -24.4% | -9.6% | -30.2% |
| 6M | -39.7% | -17.7% | -22.0% | -37.4% |
| YTD | +68.1% | -30.7% | +98.8% | +80.5% |
| 1Y | +66.3% | -33.6% | +99.9% | +80.6% |
| 3Y | +754.4% | +35.1% | +719.3% | +636.5% |
| 5Y | +595.8% | +63.1% | +532.7% | +439.2% |
| 10Y | +660.4% | +466.4% | +194.0% | +307.2% |
| All | +2,242.0% | +638.7% | +1,603.3% | +1,083.8% |
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