-30.9%
WULF vs FSLR
+106.8%
-137.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.0% | -7.8% | -6.6% |
| 7D | -0.6% | -0.1% | -0.4% | -0.5% |
| 30D | -3.6% | -14.0% | +10.4% | +2.0% |
| 3M | -30.4% | -16.9% | -13.5% | -25.3% |
| 6M | +12.5% | +4.7% | +7.7% | +10.4% |
| YTD | +40.5% | -20.7% | +61.2% | +50.6% |
| 1Y | +53.0% | +1.7% | +51.3% | +49.3% |
| 3Y | +796.7% | +13.1% | +783.6% | +639.9% |
| 5Y | -30.9% | +108.4% | -139.3% | -67.6% |
| All | -30.9% | +106.8% | -137.6% | -67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling