+726.4%
FSLR vs WST
+1,472.7%
-746.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.1% |
| 7D | 0.0% | +0.7% | -0.7% | -0.3% |
| 30D | -13.7% | -3.1% | -10.5% | -12.5% |
| 3M | -35.1% | +7.2% | -42.3% | -37.1% |
| 6M | +3.6% | +36.8% | -33.2% | -9.5% |
| YTD | -21.7% | +23.8% | -45.6% | -29.4% |
| 1Y | +1.3% | +37.8% | -36.5% | -13.2% |
| 3Y | +9.7% | -15.9% | +25.6% | +3.2% |
| 5Y | +117.4% | -25.8% | +143.2% | +107.0% |
| 10Y | +435.5% | +319.6% | +115.9% | +61.2% |
| All | +726.4% | +1,472.7% | -746.3% | -18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling