+51.8%
FTNT vs WAB
+46.5%
+5.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +1.2% |
| 7D | -25.7% | +4.5% | -30.2% | -25.1% |
| 30D | -29.7% | +1.1% | -30.8% | -29.4% |
| 3M | -23.1% | -1.3% | -21.8% | -23.1% |
| 6M | +45.0% | +12.7% | +32.2% | +47.5% |
| YTD | +62.9% | +38.7% | +24.3% | +54.9% |
| 1Y | +51.8% | +44.9% | +6.9% | +41.6% |
| All | +51.8% | +46.5% | +5.3% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling