+420.9%
FSLR vs WAT
+223.8%
+197.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.4% | -2.6% |
| 7D | -12.0% | +2.0% | -14.0% | -12.7% |
| 30D | -7.7% | +7.7% | -15.4% | -10.4% |
| 3M | -24.0% | +11.1% | -35.1% | -27.3% |
| 6M | -24.4% | +31.2% | -55.7% | -32.2% |
| YTD | -34.0% | +21.7% | -55.7% | -39.9% |
| 1Y | -35.6% | +19.3% | -54.9% | -40.9% |
| 3Y | +28.7% | +80.6% | -51.9% | -4.0% |
| 5Y | +55.3% | +29.5% | +25.8% | +29.5% |
| All | +420.9% | +223.8% | +197.1% | +167.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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