+322.0%
WFC vs FSLR
+734.5%
-412.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.1% |
| 7D | +3.8% | 0.0% | +3.8% | +3.8% |
| 30D | +1.5% | -13.7% | +15.1% | +3.9% |
| 3M | +10.9% | -35.1% | +45.9% | +18.7% |
| 6M | +8.4% | +3.6% | +4.8% | +6.4% |
| YTD | -1.9% | -21.7% | +19.9% | +0.4% |
| 1Y | +12.3% | +1.3% | +11.1% | +9.1% |
| 3Y | +132.3% | +9.7% | +122.6% | +108.0% |
| 5Y | +130.1% | +117.4% | +12.7% | +71.1% |
| 10Y | +134.4% | +435.5% | -301.1% | +33.1% |
| All | +322.0% | +734.5% | -412.5% | +149.4% |
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