+1.7%
FSLR vs NWSA
+1.3%
+0.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +1.9% |
| 7D | -0.1% | -4.8% | +4.6% | -0.8% |
| 30D | -14.0% | +3.0% | -17.0% | -13.6% |
| 3M | -16.9% | +9.3% | -26.2% | -15.3% |
| 6M | +4.7% | +23.2% | -18.5% | +6.4% |
| YTD | -20.7% | +13.3% | -34.0% | -20.0% |
| 1Y | +1.7% | +2.9% | -1.2% | +4.2% |
| All | +1.7% | +1.3% | +0.3% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling