+428.1%
WMT vs FSLR
+466.5%
-38.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.3% |
| 7D | 0.0% | +2.2% | -2.2% | -0.1% |
| 30D | -7.4% | -7.8% | +0.4% | -7.1% |
| 3M | -10.9% | -22.9% | +12.0% | -10.1% |
| 6M | -12.7% | +4.4% | -17.1% | -13.2% |
| YTD | -3.2% | -20.0% | +16.8% | -2.8% |
| 1Y | +5.3% | +2.8% | +2.4% | +4.2% |
| 3Y | +101.9% | +16.5% | +85.3% | +94.8% |
| 5Y | +134.6% | +110.3% | +24.3% | +115.4% |
| All | +428.1% | +466.5% | -38.4% | +343.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling