+726.4%
FSLR vs WSM
+2,183.3%
-1,456.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -2.2% |
| 7D | 0.0% | -3.3% | +3.3% | +1.1% |
| 30D | -13.7% | -8.4% | -5.3% | -10.9% |
| 3M | -35.1% | +9.7% | -44.7% | -37.2% |
| 6M | +3.6% | +16.7% | -13.0% | -2.3% |
| YTD | -21.7% | +28.7% | -50.4% | -29.0% |
| 1Y | +1.3% | +13.7% | -12.4% | -4.4% |
| 3Y | +9.7% | +230.1% | -220.4% | -34.6% |
| 5Y | +117.4% | +179.0% | -61.6% | +29.5% |
| 10Y | +435.5% | +1,002.5% | -567.0% | +57.7% |
| All | +726.4% | +2,183.3% | -1,456.9% | +40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling