+23.7%
WMB vs FSLR
-24.3%
+48.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +4.6% | -11.0% | -6.4% |
| 7D | -8.6% | +10.3% | -19.0% | -8.7% |
| 30D | -4.2% | +10.4% | -14.6% | -4.3% |
| 3M | -4.4% | -20.2% | +15.7% | -4.4% |
| 6M | -8.7% | -8.0% | -0.7% | -9.4% |
| YTD | +15.4% | -25.5% | +40.9% | +14.6% |
| 1Y | +23.7% | -26.0% | +49.7% | +22.9% |
| All | +23.7% | -24.3% | +48.0% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 1y: compounded portfolio wealth divided by compounded FSLR 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…
1y analysis · Full analysis span regression · 6 months rolling