+155.8%
FTNT vs GWW
+219.8%
-63.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.3% |
| 7D | +1.6% | -3.1% | +4.7% | +3.0% |
| 30D | -1.9% | -2.3% | +0.5% | -0.9% |
| 3M | +14.4% | -3.3% | +17.7% | +15.5% |
| 6M | +88.7% | +15.4% | +73.3% | +75.3% |
| YTD | +100.0% | +26.7% | +73.3% | +77.0% |
| 1Y | +99.9% | +29.0% | +70.9% | +75.0% |
| 3Y | +147.9% | +89.0% | +59.0% | +76.5% |
| 5Y | +155.8% | +221.8% | -66.0% | +30.0% |
| All | +155.8% | +219.8% | -63.9% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling