+68.3%
FSLR vs WM
+62.1%
+6.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.5% | +0.7% |
| 7D | +10.7% | +4.5% | +6.2% | +10.8% |
| 30D | +8.9% | +16.1% | -7.2% | +9.4% |
| 3M | -17.3% | +8.0% | -25.4% | -17.1% |
| 6M | -10.8% | +8.4% | -19.2% | -10.5% |
| YTD | -25.1% | +11.2% | -36.3% | -25.0% |
| 1Y | -29.4% | +22.3% | -51.7% | -29.8% |
| 3Y | +28.8% | +50.2% | -21.4% | +16.8% |
| 5Y | +68.3% | +63.3% | +5.0% | +40.2% |
| All | +68.3% | +62.1% | +6.3% | +40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling