+596.4%
FSLR vs WSM
+2,421.4%
-1,825.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.5% | +1.2% | -1.7% |
| 7D | -12.0% | -3.2% | -8.8% | -11.1% |
| 30D | -7.7% | +4.6% | -12.3% | -9.4% |
| 3M | -24.0% | +2.4% | -26.5% | -24.9% |
| 6M | -24.4% | +43.7% | -68.1% | -33.8% |
| YTD | -34.0% | +42.1% | -76.1% | -42.4% |
| 1Y | -35.6% | +32.3% | -67.8% | -42.4% |
| 3Y | +28.7% | +253.0% | -224.4% | -25.0% |
| 5Y | +55.3% | +161.3% | -105.9% | -4.7% |
| 10Y | +437.4% | +1,105.9% | -668.5% | +53.3% |
| All | +596.4% | +2,421.4% | -1,825.0% | +13.9% |
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