+154.6%
FTNT vs W
-63.0%
+217.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.7% |
| 7D | -2.7% | +6.5% | -9.2% | -3.7% |
| 30D | -1.4% | -6.2% | +4.9% | -0.5% |
| 3M | +10.1% | +48.9% | -38.8% | +1.9% |
| 6M | +88.2% | +31.2% | +57.0% | +76.4% |
| YTD | +98.3% | -0.4% | +98.7% | +92.9% |
| 1Y | +96.0% | +14.8% | +81.1% | +84.4% |
| 3Y | +145.8% | +40.5% | +105.3% | +107.0% |
| 5Y | +154.6% | -62.1% | +216.8% | +148.1% |
| All | +154.6% | -63.0% | +217.6% | +148.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling