+130.8%
WMT vs FSLR
+112.6%
+18.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.8% | +4.6% | -0.1% |
| 7D | -0.2% | +0.2% | -0.5% | -0.3% |
| 30D | -5.8% | -15.1% | +9.3% | -5.5% |
| 3M | -10.8% | -22.5% | +11.8% | -10.3% |
| 6M | -14.3% | +4.0% | -18.3% | -14.8% |
| YTD | -4.4% | -22.3% | +17.8% | -4.1% |
| 1Y | +4.3% | 0.0% | +4.3% | +3.5% |
| 3Y | +100.1% | +10.9% | +89.2% | +94.0% |
| 5Y | +130.8% | +105.4% | +25.4% | +114.1% |
| All | +130.8% | +112.6% | +18.2% | +114.1% |
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 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