+82.7%
WULF vs FSLR
+466.5%
-383.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.5% |
| 7D | +1.4% | +2.2% | -0.8% | +0.8% |
| 30D | -2.6% | -7.8% | +5.2% | -0.5% |
| 3M | -34.0% | -22.9% | -11.0% | -29.4% |
| 6M | +10.0% | +4.4% | +5.6% | +9.1% |
| YTD | +45.7% | -20.0% | +65.7% | +52.7% |
| 1Y | +57.3% | +2.8% | +54.5% | +55.4% |
| 3Y | +878.9% | +16.5% | +862.4% | +790.3% |
| 5Y | -28.3% | +110.3% | -138.6% | -43.1% |
| All | +82.7% | +466.5% | -383.8% | +51.6% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling