+123.5%
FSLR vs WPM
+261.1%
-137.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | +6.8% | +7.0% | -0.2% | +4.8% |
| 30D | -14.7% | +15.7% | -30.5% | -18.5% |
| 3M | -22.6% | +35.2% | -57.8% | -29.5% |
| 6M | +12.7% | +6.1% | +6.6% | +9.1% |
| YTD | -18.4% | +32.6% | -50.9% | -25.9% |
| 1Y | +4.9% | +46.9% | -42.0% | -7.6% |
| 3Y | +16.4% | +276.3% | -259.9% | -24.4% |
| 5Y | +123.5% | +260.0% | -136.5% | +44.6% |
| All | +123.5% | +261.1% | -137.7% | +44.6% |
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