+712.9%
WMB vs FSLR
+734.5%
-21.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.6% | +0.4% |
| 7D | +0.6% | 0.0% | +0.6% | +0.5% |
| 30D | +3.3% | -13.7% | +16.9% | +6.1% |
| 3M | +3.1% | -35.1% | +38.2% | +11.3% |
| 6M | -0.7% | +3.6% | -4.3% | -3.1% |
| YTD | +25.2% | -21.7% | +46.9% | +28.2% |
| 1Y | +32.9% | +1.3% | +31.6% | +28.0% |
| 3Y | +140.6% | +9.7% | +130.9% | +111.0% |
| 5Y | +273.5% | +117.4% | +156.1% | +163.8% |
| 10Y | +334.2% | +435.5% | -101.3% | +122.2% |
| All | +712.9% | +734.5% | -21.6% | +336.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling