+431.2%
FSLR vs WST
+322.7%
+108.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | 0.0% | +0.7% | -0.7% | -0.2% |
| 30D | -13.7% | -3.1% | -10.5% | -13.0% |
| 3M | -35.1% | +7.2% | -42.3% | -36.2% |
| 6M | +3.6% | +36.8% | -33.2% | -3.9% |
| YTD | -21.7% | +23.8% | -45.6% | -26.0% |
| 1Y | +1.3% | +37.8% | -36.5% | -7.0% |
| 3Y | +9.7% | -15.9% | +25.6% | +7.8% |
| 5Y | +117.4% | -25.8% | +143.2% | +117.8% |
| All | +431.2% | +322.7% | +108.5% | +189.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling