+144.1%
WMB vs FSLR
+13.9%
+130.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.6% | +0.2% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | +3.3% | -13.7% | +16.9% | +3.8% |
| 3M | +3.1% | -35.1% | +38.2% | +4.9% |
| 6M | -0.7% | +3.6% | -4.3% | -1.4% |
| YTD | +25.2% | -21.7% | +46.9% | +25.7% |
| 1Y | +32.9% | +1.3% | +31.6% | +31.4% |
| All | +144.1% | +13.9% | +130.2% | +130.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling