+57.7%
FTNT vs W
-0.9%
+58.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +1.4% |
| 7D | +5.7% | -1.7% | +7.4% | +5.9% |
| 30D | -32.1% | +3.2% | -35.3% | -32.4% |
| 3M | -19.5% | +8.3% | -27.8% | -20.3% |
| 6M | +13.8% | +84.3% | -70.5% | +5.5% |
| YTD | +63.1% | +11.0% | +52.1% | +54.5% |
| 1Y | +57.7% | -0.2% | +57.9% | +50.6% |
| All | +57.7% | -0.9% | +58.6% | +50.6% |
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