+424.5%
FSLR vs WM
+306.5%
+118.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.1% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | -13.7% | -2.4% | -11.3% | -13.1% |
| 3M | -35.1% | +0.4% | -35.5% | -35.6% |
| 6M | +3.6% | -9.5% | +13.1% | +5.8% |
| YTD | -21.7% | +0.5% | -22.2% | -22.7% |
| 1Y | +1.3% | -1.1% | +2.4% | +0.3% |
| 3Y | +9.7% | +46.0% | -36.3% | -10.9% |
| 5Y | +117.4% | +51.8% | +65.5% | +70.7% |
| All | +424.5% | +306.5% | +118.0% | +158.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling