+225.8%
WELL vs FSLR
+70.5%
+155.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -0.3% |
| 7D | +4.4% | +15.3% | -10.9% | +3.9% |
| 30D | +10.8% | +11.7% | -0.9% | +10.4% |
| 3M | +4.2% | -17.6% | +21.8% | +4.9% |
| 6M | +14.0% | -7.7% | +21.7% | +13.6% |
| YTD | +33.4% | -23.0% | +56.4% | +33.8% |
| 1Y | +32.4% | -26.0% | +58.5% | +33.0% |
| 3Y | +194.7% | +36.9% | +157.9% | +173.3% |
| All | +225.8% | +70.5% | +155.4% | +189.0% |
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 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