+910.0%
WMT vs FSLR
+734.5%
+175.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.3% | -1.1% |
| 7D | +3.9% | 0.0% | +3.9% | +3.9% |
| 30D | -4.4% | -13.7% | +9.3% | -3.7% |
| 3M | -8.8% | -35.1% | +26.3% | -6.9% |
| 6M | -15.6% | +3.6% | -19.3% | -16.2% |
| YTD | -3.2% | -21.7% | +18.5% | -2.6% |
| 1Y | +7.0% | +1.3% | +5.8% | +6.0% |
| 3Y | +105.3% | +9.7% | +95.6% | +98.4% |
| 5Y | +129.3% | +117.4% | +11.9% | +109.6% |
| 10Y | +423.9% | +435.5% | -11.6% | +340.2% |
| All | +910.0% | +734.5% | +175.5% | +706.7% |
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