+117.7%
WFC vs FSLR
+32.4%
+85.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.2% | -0.5% |
| 7D | +1.2% | +15.3% | -14.1% | +0.6% |
| 30D | +5.2% | +11.7% | -6.5% | +4.7% |
| 3M | -3.0% | -17.6% | +14.6% | -2.4% |
| 6M | +6.2% | -7.7% | +13.9% | +6.1% |
| YTD | -7.9% | -23.0% | +15.1% | -7.5% |
| 1Y | +0.3% | -26.0% | +26.3% | +0.8% |
| 3Y | +117.7% | +36.9% | +80.9% | +93.3% |
| All | +117.7% | +32.4% | +85.4% | +93.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling