+89.6%
FTNT vs SW
-0.1%
+89.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | +0.6% |
| 7D | -25.7% | +12.1% | -37.7% | -26.6% |
| 30D | -29.7% | +6.6% | -36.3% | -30.2% |
| 3M | -23.1% | -6.0% | -17.1% | -22.7% |
| 6M | +45.0% | +21.5% | +23.5% | +41.0% |
| YTD | +62.9% | +20.3% | +42.6% | +58.0% |
| 1Y | +51.8% | +28.1% | +23.7% | +46.0% |
| 3Y | +156.3% | +51.6% | +104.7% | +137.6% |
| All | +89.6% | -0.1% | +89.7% | +76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling