+86.8%
WFC vs FSLR
+70.5%
+16.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.2% | -0.6% |
| 7D | +1.2% | +15.3% | -14.1% | +0.3% |
| 30D | +5.2% | +11.7% | -6.5% | +4.4% |
| 3M | -3.0% | -17.6% | +14.6% | -2.0% |
| 6M | +6.2% | -7.7% | +13.9% | +6.1% |
| YTD | -7.9% | -23.0% | +15.1% | -7.2% |
| 1Y | +0.3% | -26.0% | +26.3% | +1.3% |
| 3Y | +117.7% | +36.9% | +80.9% | +100.8% |
| All | +86.8% | +70.5% | +16.3% | +74.0% |
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