+691.3%
FSLR vs WM
+964.5%
-273.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.5% | -0.1% |
| 7D | +10.7% | +4.5% | +6.2% | +7.8% |
| 30D | +8.9% | +16.1% | -7.2% | -1.0% |
| 3M | -17.3% | +8.0% | -25.4% | -21.5% |
| 6M | -10.8% | +8.4% | -19.2% | -17.0% |
| YTD | -25.1% | +11.2% | -36.3% | -31.8% |
| 1Y | -29.4% | +22.3% | -51.7% | -39.8% |
| 3Y | +28.8% | +50.2% | -21.4% | -10.2% |
| 5Y | +68.3% | +63.3% | +5.0% | +7.1% |
| 10Y | +502.7% | +355.0% | +147.7% | +54.4% |
| All | +691.3% | +964.5% | -273.3% | -16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling