+74.9%
FSLR vs WM
+59.1%
+15.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.1% | +4.8% | +2.7% |
| 7D | +15.3% | +1.2% | +14.1% | +15.4% |
| 30D | +11.7% | +13.1% | -1.4% | +12.1% |
| 3M | -17.6% | +3.6% | -21.2% | -17.5% |
| 6M | -7.7% | +8.1% | -15.8% | -7.7% |
| YTD | -23.0% | +8.9% | -31.9% | -23.0% |
| 1Y | -26.0% | +20.3% | -46.4% | -26.5% |
| 3Y | +36.9% | +46.2% | -9.3% | +24.3% |
| All | +74.9% | +59.1% | +15.8% | +45.5% |
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