+2,072.5%
FTNT vs WAB
+296.8%
+1,775.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.8% | -2.1% |
| 7D | -0.1% | +0.1% | -0.3% | -0.2% |
| 30D | -3.0% | -4.1% | +1.1% | -1.6% |
| 3M | +7.6% | +8.2% | -0.6% | +4.0% |
| 6M | +87.0% | +15.4% | +71.6% | +75.1% |
| YTD | +96.5% | +33.1% | +63.4% | +74.1% |
| 1Y | +92.9% | +48.1% | +44.9% | +64.0% |
| 3Y | +139.8% | +167.7% | -27.9% | +64.4% |
| 5Y | +151.3% | +225.7% | -74.4% | +61.7% |
| All | +2,072.5% | +296.8% | +1,775.7% | +1,063.8% |
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