0.0%
FSLR vs WPM
+47.7%
-47.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.1% | -5.8% | -5.1% |
| 7D | +0.2% | +3.9% | -3.6% | -1.0% |
| 30D | -15.1% | +17.7% | -32.8% | -19.8% |
| 3M | -22.5% | +39.4% | -62.0% | -31.2% |
| 6M | +4.0% | +6.4% | -2.5% | -1.6% |
| YTD | -22.3% | +34.0% | -56.2% | -29.4% |
| 1Y | 0.0% | +50.5% | -50.5% | -8.1% |
| All | 0.0% | +47.7% | -47.7% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling