+104.5%
FTNT vs NWSA
+5.5%
+98.9%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.5% |
| 7D | -5.8% | -1.9% | -4.0% | -5.4% |
| 30D | -4.8% | +4.6% | -9.4% | -5.9% |
| 3M | +4.4% | +13.2% | -8.8% | +0.5% |
| 6M | +88.8% | +27.0% | +61.8% | +76.0% |
| YTD | +96.8% | +16.8% | +80.0% | +88.5% |
| 1Y | +104.5% | +4.5% | +100.0% | +102.5% |
| All | +104.5% | +5.5% | +98.9% | +102.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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