+447.0%
FSLR vs NWSA
+144.0%
+303.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.4% | -4.6% |
| 7D | +0.2% | -3.1% | +3.3% | +1.6% |
| 30D | -15.1% | +4.3% | -19.4% | -16.7% |
| 3M | -22.5% | +9.2% | -31.8% | -26.0% |
| 6M | +4.0% | +21.6% | -17.6% | -6.0% |
| YTD | -22.3% | +14.2% | -36.5% | -28.1% |
| 1Y | 0.0% | +1.8% | -1.7% | -2.9% |
| 3Y | +10.9% | +44.4% | -33.6% | -9.2% |
| 5Y | +105.4% | +41.0% | +64.4% | +64.7% |
| 10Y | +447.0% | +150.0% | +297.0% | +213.5% |
| All | +447.0% | +144.0% | +303.0% | +213.5% |
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