-26.0%
FSLR vs WM
+21.9%
-47.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +3.0% | +5.2% |
| 7D | +10.3% | +5.9% | +4.4% | +12.7% |
| 30D | +10.4% | +15.4% | -5.0% | +16.7% |
| 3M | -20.2% | +6.3% | -26.5% | -18.6% |
| 6M | -8.0% | +5.6% | -13.6% | -4.4% |
| YTD | -25.5% | +9.9% | -35.5% | -22.9% |
| 1Y | -26.0% | +20.8% | -46.8% | -18.4% |
| All | -26.0% | +21.9% | -47.9% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 1y: compounded portfolio wealth divided by compounded WM 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…
1y analysis · Full analysis span regression · 6 months rolling