+454.3%
FSLR vs W
+146.2%
+308.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.2% |
| 7D | +6.8% | +6.5% | +0.3% | +5.6% |
| 30D | -14.7% | -6.2% | -8.5% | -13.7% |
| 3M | -22.6% | +48.9% | -71.4% | -29.0% |
| 6M | +12.7% | +31.2% | -18.5% | +4.9% |
| YTD | -18.4% | -0.4% | -17.9% | -20.7% |
| 1Y | +4.9% | +14.8% | -9.9% | -1.8% |
| 3Y | +16.4% | +40.5% | -24.1% | -2.3% |
| 5Y | +123.5% | -62.1% | +185.6% | +108.2% |
| 10Y | +454.3% | +141.5% | +312.8% | +278.0% |
| All | +454.3% | +146.2% | +308.1% | +278.0% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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