+111.7%
WFC vs FSLR
+432.1%
-320.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.2% | +0.4% |
| 7D | +1.7% | -12.0% | +13.7% | +3.3% |
| 30D | +6.8% | -7.7% | +14.5% | +7.8% |
| 3M | -3.0% | -24.0% | +21.0% | +0.1% |
| 6M | +15.4% | -24.4% | +39.9% | +18.3% |
| YTD | -5.9% | -34.0% | +28.1% | -2.5% |
| 1Y | +1.7% | -35.6% | +37.3% | +5.5% |
| 3Y | +124.9% | +28.7% | +96.2% | +97.3% |
| 5Y | +90.5% | +55.3% | +35.1% | +53.5% |
| All | +111.7% | +432.1% | -320.4% | +23.8% |
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 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