+278.8%
WMB vs FSLR
+117.9%
+160.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.1% |
| 3M | +3.1% | -35.1% | +38.2% | +5.7% |
| 6M | -0.7% | +3.6% | -4.3% | -1.6% |
| YTD | +25.2% | -21.7% | +46.9% | +26.1% |
| 1Y | +32.9% | +1.3% | +31.6% | +31.1% |
| 3Y | +140.6% | +9.7% | +130.9% | +128.0% |
| All | +278.8% | +117.9% | +160.8% | +229.0% |
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