+155.8%
FTNT vs NWSA
+39.0%
+116.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.4% |
| 7D | +1.6% | -4.8% | +6.3% | +4.1% |
| 30D | -1.9% | +3.0% | -4.8% | -3.3% |
| 3M | +14.4% | +9.3% | +5.1% | +8.5% |
| 6M | +88.7% | +23.2% | +65.5% | +67.9% |
| YTD | +100.0% | +13.3% | +86.7% | +85.2% |
| 1Y | +99.9% | +2.9% | +97.0% | +94.2% |
| 3Y | +147.9% | +43.3% | +104.6% | +96.0% |
| 5Y | +155.8% | +40.9% | +114.9% | +94.4% |
| All | +155.8% | +39.0% | +116.8% | +94.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling