+57.3%
WULF vs FSLR
+2.3%
+55.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.3% |
| 7D | +1.4% | +2.2% | -0.8% | +0.4% |
| 30D | -2.6% | -7.8% | +5.2% | +1.1% |
| 3M | -34.0% | -22.9% | -11.0% | -26.3% |
| 6M | +10.0% | +4.4% | +5.6% | +8.1% |
| YTD | +45.7% | -20.0% | +65.7% | +56.5% |
| 1Y | +57.3% | +2.8% | +54.5% | +57.1% |
| All | +57.3% | +2.3% | +55.0% | +57.1% |
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 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