+92.9%
FTNT vs GWW
+29.1%
+63.9%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.4% | -1.9% |
| 7D | -0.1% | -3.4% | +3.2% | +0.7% |
| 30D | -3.0% | -1.9% | -1.1% | -2.6% |
| 3M | +7.6% | -2.4% | +10.0% | +7.5% |
| 6M | +87.0% | +15.7% | +71.2% | +78.5% |
| YTD | +96.5% | +27.6% | +68.9% | +86.8% |
| 1Y | +92.9% | +27.2% | +65.8% | +86.0% |
| All | +92.9% | +29.1% | +63.9% | +86.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling