+145.8%
FTNT vs W
+44.2%
+101.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.7% |
| 7D | -2.7% | +6.5% | -9.2% | -3.4% |
| 30D | -1.4% | -6.2% | +4.9% | -0.8% |
| 3M | +10.1% | +48.9% | -38.8% | +4.3% |
| 6M | +88.2% | +31.2% | +57.0% | +79.9% |
| YTD | +98.3% | -0.4% | +98.7% | +94.4% |
| 1Y | +96.0% | +14.8% | +81.1% | +87.8% |
| 3Y | +145.8% | +40.5% | +105.3% | +123.1% |
| All | +145.8% | +44.2% | +101.6% | +123.1% |
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