+2,072.5%
FTNT vs GWW
+570.2%
+1,502.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.4% | -2.0% |
| 7D | -0.1% | -3.4% | +3.2% | +1.1% |
| 30D | -3.0% | -1.9% | -1.1% | -2.3% |
| 3M | +7.6% | -2.4% | +10.0% | +8.2% |
| 6M | +87.0% | +15.7% | +71.2% | +76.2% |
| YTD | +96.5% | +27.6% | +68.9% | +77.9% |
| 1Y | +92.9% | +27.2% | +65.8% | +74.6% |
| 3Y | +139.8% | +89.7% | +50.2% | +85.9% |
| 5Y | +151.3% | +223.9% | -72.6% | +60.1% |
| All | +2,072.5% | +570.2% | +1,502.3% | +1,043.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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