+92.9%
FTNT vs NWSA
+3.0%
+89.9%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | -0.1% | -2.8% | +2.7% | +0.6% |
| 30D | -3.0% | +3.0% | -6.0% | -3.7% |
| 3M | +7.6% | +12.3% | -4.7% | +3.9% |
| 6M | +87.0% | +21.9% | +65.1% | +76.7% |
| YTD | +96.5% | +13.6% | +83.0% | +89.9% |
| 1Y | +92.9% | +0.5% | +92.5% | +90.8% |
| All | +92.9% | +3.0% | +89.9% | +90.8% |
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