+420.9%
FSLR vs WPM
+752.0%
-331.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.8% | -0.5% | -2.6% |
| 7D | -12.0% | -0.5% | -11.5% | -11.9% |
| 30D | -7.7% | -3.1% | -4.6% | -7.2% |
| 3M | -24.0% | -2.2% | -21.9% | -24.0% |
| 6M | -24.4% | -7.4% | -17.1% | -23.8% |
| YTD | -34.0% | +12.6% | -46.7% | -36.5% |
| 1Y | -35.6% | +22.8% | -58.4% | -39.1% |
| 3Y | +28.7% | +213.6% | -185.0% | -0.8% |
| 5Y | +55.3% | +211.2% | -155.8% | +18.3% |
| All | +420.9% | +752.0% | -331.1% | +241.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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