+454.3%
FSLR vs WAT
+153.6%
+300.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +4.9% |
| 7D | +6.8% | -0.7% | +7.5% | +7.1% |
| 30D | -14.7% | -1.0% | -13.7% | -14.4% |
| 3M | -22.6% | +10.9% | -33.5% | -25.7% |
| 6M | +12.7% | +33.2% | -20.5% | +0.4% |
| YTD | -18.4% | +6.1% | -24.4% | -21.3% |
| 1Y | +4.9% | +30.2% | -25.3% | -6.8% |
| 3Y | +16.4% | +52.9% | -36.5% | -6.7% |
| 5Y | +123.5% | -5.1% | +128.6% | +112.1% |
| 10Y | +454.3% | +152.6% | +301.7% | +237.3% |
| All | +454.3% | +153.6% | +300.7% | +237.3% |
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