+607.6%
WMB vs FSLR
+721.0%
-113.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -0.8% |
| 7D | -13.8% | +15.3% | -29.1% | -16.3% |
| 30D | -10.3% | +11.7% | -22.0% | -12.4% |
| 3M | -10.1% | -17.6% | +7.6% | -7.2% |
| 6M | -11.8% | -7.7% | -4.1% | -12.2% |
| YTD | +8.9% | -23.0% | +32.0% | +11.4% |
| 1Y | +14.0% | -26.0% | +40.0% | +17.1% |
| 3Y | +100.5% | +36.9% | +63.7% | +67.2% |
| 5Y | +179.5% | +72.9% | +106.6% | +107.9% |
| 10Y | +272.7% | +519.3% | -246.5% | +84.6% |
| All | +607.6% | +721.0% | -113.4% | +279.1% |
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