+1,789.3%
FTNT vs SW
+182.7%
+1,606.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.9% |
| 7D | -12.7% | +2.3% | -15.0% | -12.8% |
| 30D | -37.2% | +6.8% | -44.0% | -37.6% |
| 3M | -25.8% | -5.2% | -20.6% | -25.5% |
| 6M | +32.1% | +7.4% | +24.7% | +30.7% |
| YTD | +49.7% | +17.4% | +32.3% | +46.3% |
| 1Y | +47.6% | +27.1% | +20.5% | +43.1% |
| 3Y | +137.2% | +47.9% | +89.3% | +124.5% |
| 5Y | +74.2% | -2.6% | +76.7% | +66.5% |
| All | +1,789.3% | +182.7% | +1,606.7% | +1,647.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling