+115.6%
FSLR vs NWSA
+40.6%
+75.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +5.0% |
| 7D | +6.8% | -2.6% | +9.5% | +7.9% |
| 30D | -14.7% | +4.6% | -19.3% | -16.3% |
| 3M | -22.6% | +10.2% | -32.8% | -26.1% |
| 6M | +12.7% | +21.6% | -8.9% | +2.2% |
| YTD | -18.4% | +14.6% | -33.0% | -24.4% |
| 1Y | +4.9% | +0.4% | +4.6% | +3.3% |
| 3Y | +16.4% | +45.0% | -28.6% | -6.1% |
| All | +115.6% | +40.6% | +75.1% | +64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling