+1,360.7%
WELL vs FSLR
+734.5%
+626.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.6% | -1.9% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | -0.1% | -13.7% | +13.6% | +1.5% |
| 3M | +18.0% | -35.1% | +53.1% | +23.3% |
| 6M | +15.0% | +3.6% | +11.4% | +13.3% |
| YTD | +28.6% | -21.7% | +50.3% | +30.3% |
| 1Y | +42.9% | +1.3% | +41.6% | +39.7% |
| 3Y | +203.0% | +9.7% | +193.3% | +180.3% |
| 5Y | +206.9% | +117.4% | +89.5% | +150.5% |
| 10Y | +339.5% | +435.5% | -96.0% | +200.5% |
| All | +1,360.7% | +734.5% | +626.3% | +834.1% |
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