+74.9%
FSLR vs WST
-0.1%
+75.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.9% | +2.4% |
| 7D | +15.3% | -3.1% | +18.4% | +15.9% |
| 30D | +11.7% | +9.1% | +2.6% | +10.0% |
| 3M | -17.6% | +14.7% | -32.3% | -19.5% |
| 6M | -7.7% | +28.0% | -35.7% | -11.5% |
| YTD | -23.0% | +45.6% | -68.7% | -27.9% |
| 1Y | -26.0% | +45.7% | -71.7% | -30.7% |
| 3Y | +36.9% | +21.1% | +15.8% | +25.0% |
| All | +74.9% | -0.1% | +75.0% | +69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling