+1,910.4%
FTNT vs WAB
+266.7%
+1,643.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.5% |
| 7D | +7.1% | +5.1% | +2.0% | +5.3% |
| 30D | -30.9% | +4.0% | -34.9% | -31.9% |
| 3M | -23.1% | +0.1% | -23.2% | -23.4% |
| 6M | +8.1% | +12.8% | -4.7% | +2.6% |
| YTD | +60.2% | +40.1% | +20.1% | +39.1% |
| 1Y | +57.0% | +46.4% | +10.6% | +34.0% |
| 3Y | +152.9% | +167.4% | -14.4% | +73.3% |
| 5Y | +85.9% | +215.0% | -129.1% | +19.9% |
| All | +1,910.4% | +266.7% | +1,643.8% | +1,011.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling