+180.3%
WMB vs FSLR
+70.5%
+109.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -0.4% |
| 7D | -13.8% | +15.3% | -29.1% | -14.6% |
| 30D | -10.3% | +11.7% | -22.0% | -10.9% |
| 3M | -10.1% | -17.6% | +7.6% | -9.2% |
| 6M | -11.8% | -7.7% | -4.1% | -12.0% |
| YTD | +8.9% | -23.0% | +32.0% | +9.7% |
| 1Y | +14.0% | -26.0% | +40.0% | +15.0% |
| 3Y | +100.5% | +36.9% | +63.7% | +86.0% |
| All | +180.3% | +70.5% | +109.8% | +159.6% |
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