+152.9%
FTNT vs W
+161.9%
-9.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.8% |
| 7D | +7.1% | +0.2% | +6.9% | +7.0% |
| 30D | -30.9% | +6.8% | -37.7% | -31.5% |
| 3M | -23.1% | +10.7% | -33.8% | -24.2% |
| 6M | +8.1% | +86.3% | -78.2% | -0.5% |
| YTD | +60.2% | +11.5% | +48.7% | +54.7% |
| 1Y | +57.0% | +5.1% | +51.9% | +52.3% |
| 3Y | +152.9% | +171.0% | -18.1% | +110.5% |
| All | +152.9% | +161.9% | -9.0% | +110.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling