+359.0%
FSLR vs NWSA
+127.4%
+231.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.6% |
| 7D | 0.0% | -1.9% | +1.9% | +0.9% |
| 30D | -13.7% | +4.6% | -18.2% | -15.5% |
| 3M | -35.1% | +13.2% | -48.3% | -39.3% |
| 6M | +3.6% | +27.0% | -23.4% | -8.7% |
| YTD | -21.7% | +16.8% | -38.6% | -28.7% |
| 1Y | +1.3% | +4.5% | -3.2% | -3.2% |
| 3Y | +9.7% | +46.2% | -36.5% | -11.6% |
| 5Y | +117.4% | +40.9% | +76.4% | +72.5% |
| 10Y | +435.5% | +145.1% | +290.4% | +198.8% |
| All | +359.0% | +127.4% | +231.6% | +175.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling