-22.1%
WULF vs FSLR
-24.3%
+2.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +4.6% | -11.3% | -9.0% |
| 7D | -12.8% | +10.3% | -23.1% | -17.4% |
| 30D | -20.9% | +10.4% | -31.3% | -24.8% |
| 3M | -38.0% | -20.2% | -17.9% | -31.0% |
| 6M | -47.5% | -8.0% | -39.5% | -45.7% |
| YTD | +1.8% | -25.5% | +27.4% | +14.5% |
| 1Y | -22.1% | -26.0% | +3.9% | -12.7% |
| All | -22.1% | -24.3% | +2.2% | -12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling