+2,491.8%
FTNT vs W
+209.7%
+2,282.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +1.6% |
| 7D | +5.7% | -1.7% | +7.4% | +6.0% |
| 30D | -32.1% | +3.2% | -35.3% | -32.7% |
| 3M | -19.5% | +8.3% | -27.8% | -21.0% |
| 6M | +13.8% | +84.3% | -70.5% | +0.3% |
| YTD | +63.1% | +11.0% | +52.1% | +54.8% |
| 1Y | +57.7% | -0.2% | +57.9% | +51.9% |
| 3Y | +154.9% | +157.9% | -3.0% | +90.8% |
| 5Y | +89.3% | -56.8% | +146.1% | +71.7% |
| 10Y | +1,933.0% | +212.2% | +1,720.8% | +1,072.2% |
| All | +2,491.8% | +209.7% | +2,282.2% | +1,382.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling