+104.5%
FTNT vs W
+25.7%
+78.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.6% | -0.3% |
| 7D | -5.8% | -4.2% | -1.7% | -5.5% |
| 30D | -4.8% | -7.6% | +2.8% | -4.1% |
| 3M | +4.4% | +37.2% | -32.7% | +0.3% |
| 6M | +88.8% | +26.3% | +62.5% | +81.7% |
| YTD | +96.8% | -1.0% | +97.8% | +91.5% |
| 1Y | +104.5% | +20.1% | +84.4% | +93.7% |
| All | +104.5% | +25.7% | +78.8% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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