+105.4%
FSLR vs WSM
+182.5%
-77.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.1% | -4.6% | -4.7% |
| 7D | +0.2% | +2.6% | -2.4% | -0.5% |
| 30D | -15.1% | -9.3% | -5.8% | -12.8% |
| 3M | -22.5% | +7.1% | -29.6% | -23.9% |
| 6M | +4.0% | +21.7% | -17.8% | -1.5% |
| YTD | -22.3% | +28.7% | -51.0% | -27.6% |
| 1Y | 0.0% | +13.9% | -13.8% | -4.2% |
| 3Y | +10.9% | +232.2% | -221.3% | -25.2% |
| 5Y | +105.4% | +176.4% | -71.0% | +35.4% |
| All | +105.4% | +182.5% | -77.1% | +35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling