+3,027.1%
FTNT vs W
+176.2%
+2,850.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.6% | -0.5% |
| 7D | -5.8% | -4.2% | -1.7% | -5.2% |
| 30D | -4.8% | -7.6% | +2.8% | -3.7% |
| 3M | +4.4% | +37.2% | -32.7% | -2.5% |
| 6M | +88.8% | +26.3% | +62.5% | +77.3% |
| YTD | +96.8% | -1.0% | +97.8% | +91.2% |
| 1Y | +104.5% | +20.1% | +84.4% | +90.1% |
| 3Y | +156.8% | +37.8% | +119.0% | +114.8% |
| 5Y | +144.1% | -63.7% | +207.7% | +128.3% |
| 10Y | +2,021.8% | +156.3% | +1,865.4% | +1,162.7% |
| All | +3,027.1% | +176.2% | +2,850.9% | +1,731.8% |
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