+16.4%
FSLR vs WSM
+239.4%
-223.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.3% |
| 7D | +6.8% | +2.6% | +4.2% | +6.1% |
| 30D | -14.7% | -9.5% | -5.2% | -12.4% |
| 3M | -22.6% | +12.9% | -35.5% | -24.9% |
| 6M | +12.7% | +23.0% | -10.3% | +6.9% |
| YTD | -18.4% | +28.9% | -47.3% | -23.6% |
| 1Y | +4.9% | +13.7% | -8.7% | +0.8% |
| 3Y | +16.4% | +232.6% | -216.2% | -25.7% |
| All | +16.4% | +239.4% | -223.0% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 3y: compounded portfolio wealth divided by compounded WSM 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…
3y analysis · Full analysis span regression · 6 months rolling