+418.1%
FSLR vs NWSA
+148.1%
+270.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -1.6% |
| 7D | -14.8% | +2.2% | -17.0% | -15.6% |
| 30D | -4.3% | -8.8% | +4.5% | -1.3% |
| 3M | -23.4% | -6.5% | -16.9% | -22.0% |
| 6M | -26.9% | +1.5% | -28.4% | -29.0% |
| YTD | -34.4% | +4.0% | -38.4% | -37.5% |
| 1Y | -33.2% | +3.4% | -36.6% | -36.3% |
| 3Y | +28.1% | +34.8% | -6.8% | +6.5% |
| 5Y | +54.5% | +18.4% | +36.2% | +32.6% |
| All | +418.1% | +148.1% | +270.0% | +191.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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