+420.9%
FSLR vs WM
+331.3%
+89.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.6% | -4.9% | -3.7% |
| 7D | -12.0% | +1.2% | -13.2% | -12.3% |
| 30D | -7.7% | +15.2% | -22.9% | -11.1% |
| 3M | -24.0% | +8.3% | -32.4% | -25.7% |
| 6M | -24.4% | +13.1% | -37.6% | -27.6% |
| YTD | -34.0% | +12.5% | -46.6% | -36.9% |
| 1Y | -35.6% | +21.8% | -57.4% | -40.0% |
| 3Y | +28.7% | +48.8% | -20.1% | +6.2% |
| 5Y | +55.3% | +62.1% | -6.7% | +21.4% |
| All | +420.9% | +331.3% | +89.6% | +179.0% |
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