+495.8%
FSLR vs WM
+339.4%
+156.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.1% | +4.8% | +3.3% |
| 7D | +15.3% | +1.2% | +14.1% | +15.0% |
| 30D | +11.7% | +13.1% | -1.4% | +8.0% |
| 3M | -17.6% | +3.6% | -21.2% | -18.5% |
| 6M | -7.7% | +8.1% | -15.8% | -10.5% |
| YTD | -23.0% | +8.9% | -31.9% | -25.6% |
| 1Y | -26.0% | +20.3% | -46.4% | -30.9% |
| 3Y | +36.9% | +46.2% | -9.3% | +13.2% |
| 5Y | +72.9% | +59.9% | +13.0% | +35.1% |
| All | +495.8% | +339.4% | +156.4% | +256.7% |
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