+304.6%
WFC vs FSLR
+638.7%
-334.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.5% | +5.9% | +1.3% |
| 7D | +0.9% | -2.6% | +3.5% | +1.2% |
| 30D | +3.3% | +1.8% | +1.5% | +2.7% |
| 3M | -1.4% | -24.4% | +23.0% | +2.8% |
| 6M | +14.7% | -17.7% | +32.4% | +16.8% |
| YTD | -5.9% | -30.7% | +24.8% | -2.2% |
| 1Y | +1.8% | -33.6% | +35.5% | +6.5% |
| 3Y | +124.9% | +35.1% | +89.8% | +92.6% |
| 5Y | +92.7% | +63.1% | +29.7% | +51.1% |
| 10Y | +118.2% | +466.4% | -348.2% | +22.3% |
| All | +304.6% | +638.7% | -334.1% | +143.1% |
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