+280.9%
WMB vs FSLR
+464.2%
-183.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.4% |
| 7D | +1.6% | -8.4% | +10.0% | +2.6% |
| 30D | -7.1% | -0.9% | -6.2% | -7.2% |
| 3M | -4.0% | -26.1% | +22.1% | -0.6% |
| 6M | -5.7% | -23.6% | +17.9% | -3.6% |
| YTD | +17.2% | -31.8% | +49.0% | +20.8% |
| 1Y | +17.2% | -32.6% | +49.8% | +20.8% |
| 3Y | +121.1% | +33.0% | +88.1% | +92.0% |
| 5Y | +197.2% | +56.8% | +140.4% | +136.8% |
| 10Y | +280.9% | +455.6% | -174.6% | +99.7% |
| All | +280.9% | +464.2% | -183.3% | +99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling