+200.8%
WMB vs FSLR
+53.9%
+147.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | +7.8% | -14.8% | +22.6% | +8.7% |
| 30D | -5.1% | -4.3% | -0.8% | -5.0% |
| 3M | -4.7% | -23.4% | +18.7% | -3.4% |
| 6M | -7.4% | -26.9% | +19.5% | -6.3% |
| YTD | +17.5% | -34.4% | +51.9% | +19.3% |
| 1Y | +19.5% | -33.2% | +52.7% | +21.1% |
| 3Y | +121.3% | +28.1% | +93.2% | +105.4% |
| All | +200.8% | +53.9% | +147.0% | +176.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling