+447.0%
FSLR vs WPM
+523.6%
-76.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.1% | -5.8% | -5.0% |
| 7D | +0.2% | +3.9% | -3.6% | -0.6% |
| 30D | -15.1% | +17.7% | -32.8% | -18.2% |
| 3M | -22.5% | +39.4% | -62.0% | -28.0% |
| 6M | +4.0% | +6.4% | -2.5% | +1.6% |
| YTD | -22.3% | +34.0% | -56.2% | -27.5% |
| 1Y | 0.0% | +50.5% | -50.5% | -9.0% |
| 3Y | +10.9% | +280.3% | -269.4% | -16.4% |
| 5Y | +105.4% | +266.3% | -161.0% | +53.8% |
| 10Y | +447.0% | +550.8% | -103.8% | +268.2% |
| All | +447.0% | +523.6% | -76.6% | +268.2% |
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