+337.6%
WELL vs FSLR
+464.5%
-126.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | 0.0% |
| 7D | -1.3% | +6.8% | -8.1% | -2.0% |
| 30D | +0.5% | -14.7% | +15.2% | +2.2% |
| 3M | +19.1% | -22.6% | +41.6% | +22.0% |
| 6M | +17.0% | +12.7% | +4.3% | +13.9% |
| YTD | +29.2% | -18.4% | +47.6% | +30.2% |
| 1Y | +42.1% | +4.9% | +37.2% | +38.0% |
| 3Y | +204.5% | +16.4% | +188.2% | +175.9% |
| 5Y | +211.0% | +123.5% | +87.5% | +137.6% |
| 10Y | +337.6% | +454.3% | -116.7% | +145.0% |
| All | +337.6% | +464.5% | -126.8% | +145.0% |
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