+455.3%
WELL vs FSLR
+519.9%
-64.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.7% | +5.7% | +1.5% |
| 7D | +3.5% | +5.3% | -1.8% | +2.9% |
| 30D | +9.7% | +7.8% | +1.9% | +8.7% |
| 3M | +4.8% | -23.4% | +28.2% | +7.5% |
| 6M | +16.1% | -12.9% | +29.0% | +16.3% |
| YTD | +34.7% | -26.7% | +61.4% | +36.9% |
| 1Y | +31.9% | -28.4% | +60.3% | +34.2% |
| 3Y | +209.9% | +44.6% | +165.3% | +168.5% |
| 5Y | +226.5% | +67.9% | +158.6% | +161.9% |
| 10Y | +455.3% | +496.9% | -41.6% | +212.7% |
| All | +455.3% | +519.9% | -64.6% | +212.7% |
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