+204.3%
WULF vs FSLR
+734.5%
-530.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.2% | +1.9% |
| 7D | +7.6% | 0.0% | +7.6% | +7.6% |
| 30D | -8.6% | -13.7% | +5.0% | -6.8% |
| 3M | -37.0% | -35.1% | -1.9% | -33.1% |
| 6M | +7.4% | +3.6% | +3.8% | +7.2% |
| YTD | +43.7% | -21.7% | +65.4% | +48.0% |
| 1Y | +86.1% | +1.3% | +84.9% | +85.7% |
| 3Y | +733.8% | +9.7% | +724.1% | +707.8% |
| 5Y | -33.6% | +117.4% | -150.9% | -40.2% |
| 10Y | +76.1% | +435.5% | -359.4% | +46.4% |
| All | +204.3% | +734.5% | -530.2% | +87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling