+726.4%
FSLR vs WPM
+1,633.6%
-907.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.4% | -1.1% |
| 7D | 0.0% | +1.1% | -1.1% | -0.3% |
| 30D | -13.7% | +26.4% | -40.0% | -19.5% |
| 3M | -35.1% | +20.8% | -55.9% | -38.8% |
| 6M | +3.6% | +1.1% | +2.5% | +2.3% |
| YTD | -21.7% | +32.5% | -54.2% | -29.0% |
| 1Y | +1.3% | +51.5% | -50.2% | -12.0% |
| 3Y | +9.7% | +267.0% | -257.3% | -27.5% |
| 5Y | +117.4% | +250.1% | -132.8% | +42.3% |
| 10Y | +435.5% | +540.4% | -104.9% | +166.6% |
| All | +726.4% | +1,633.6% | -907.2% | +94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling