+33.2%
FSLR vs WM
+50.2%
-17.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.5% | +1.0% |
| 7D | +10.7% | +4.5% | +6.2% | +12.2% |
| 30D | +8.9% | +16.1% | -7.2% | +14.3% |
| 3M | -17.3% | +8.0% | -25.4% | -15.3% |
| 6M | -10.8% | +8.4% | -19.2% | -7.7% |
| YTD | -25.1% | +11.2% | -36.3% | -21.9% |
| 1Y | -29.4% | +22.3% | -51.7% | -24.3% |
| All | +33.2% | +50.2% | -17.0% | +54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling