+2,111.2%
FTNT vs W
+155.6%
+1,955.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.5% |
| 7D | +1.6% | +0.5% | +1.1% | +1.5% |
| 30D | -1.9% | -5.6% | +3.7% | -1.0% |
| 3M | +14.4% | +41.9% | -27.5% | +5.8% |
| 6M | +88.7% | +30.2% | +58.4% | +75.6% |
| YTD | +100.0% | -2.9% | +103.0% | +94.7% |
| 1Y | +99.9% | +11.6% | +88.3% | +87.6% |
| 3Y | +147.9% | +37.0% | +111.0% | +105.3% |
| 5Y | +155.8% | -62.8% | +218.6% | +139.6% |
| All | +2,111.2% | +155.6% | +1,955.5% | +1,149.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling