+34.7%
WULF vs FSLR
+429.3%
-394.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.1% |
| 7D | +11.0% | -14.8% | +25.8% | +15.6% |
| 30D | +9.4% | -4.3% | +13.7% | +10.4% |
| 3M | -22.6% | -23.4% | +0.8% | -17.3% |
| 6M | -45.4% | -26.9% | -18.5% | -40.9% |
| YTD | +9.8% | -34.4% | +44.2% | +21.0% |
| 1Y | +8.0% | -33.2% | +41.3% | +18.7% |
| 3Y | +1,149.5% | +28.1% | +1,121.4% | +1,020.5% |
| 5Y | -55.6% | +54.5% | -110.1% | -62.9% |
| All | +34.7% | +429.3% | -394.6% | +15.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling