-55.9%
WULF vs FSLR
+53.9%
-109.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.0% |
| 7D | +11.0% | -14.8% | +25.8% | +17.9% |
| 30D | +9.4% | -4.3% | +13.7% | +10.8% |
| 3M | -22.6% | -23.4% | +0.8% | -14.6% |
| 6M | -45.4% | -26.9% | -18.5% | -38.8% |
| YTD | +9.8% | -34.4% | +44.2% | +26.3% |
| 1Y | +8.0% | -33.2% | +41.3% | +23.6% |
| 3Y | +1,149.5% | +28.1% | +1,121.4% | +855.9% |
| All | -55.9% | +53.9% | -109.8% | -81.8% |
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