+67.9%
FSLR vs WPM
+266.6%
-198.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.6% | -10.3% | -6.4% |
| 7D | +5.3% | +20.8% | -15.6% | -0.7% |
| 30D | +7.8% | +3.8% | +3.9% | +6.2% |
| 3M | -23.4% | +7.4% | -30.8% | -25.6% |
| 6M | -12.9% | +4.0% | -16.8% | -15.0% |
| YTD | -26.7% | +23.0% | -49.7% | -32.4% |
| 1Y | -28.4% | +45.9% | -74.4% | -36.9% |
| 3Y | +44.6% | +242.9% | -198.4% | -5.0% |
| 5Y | +67.9% | +259.5% | -191.6% | +10.5% |
| All | +67.9% | +266.6% | -198.6% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling