+4,335.8%
FTNT vs NWSA
+123.2%
+4,212.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.6% | +1.5% |
| 7D | -2.7% | -2.6% | -0.1% | -1.7% |
| 30D | -1.4% | +4.6% | -5.9% | -3.1% |
| 3M | +10.1% | +10.2% | -0.1% | +5.3% |
| 6M | +88.2% | +21.6% | +66.6% | +72.9% |
| YTD | +98.3% | +14.6% | +83.7% | +85.9% |
| 1Y | +96.0% | +0.4% | +95.6% | +93.4% |
| 3Y | +145.8% | +45.0% | +100.8% | +107.3% |
| 5Y | +154.6% | +41.3% | +113.4% | +113.6% |
| 10Y | +2,063.6% | +142.8% | +1,920.9% | +1,265.0% |
| All | +4,335.8% | +123.2% | +4,212.6% | +2,798.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling