+3.6%
FSLR vs NWSA
+28.2%
-24.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -2.1% |
| 7D | 0.0% | -1.9% | +1.9% | -0.7% |
| 30D | -13.7% | +4.6% | -18.2% | -12.0% |
| 3M | -35.1% | +13.2% | -48.3% | -30.4% |
| 6M | +3.6% | +27.0% | -23.4% | +13.3% |
| All | +3.6% | +28.2% | -24.5% | +13.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling