+92.9%
FTNT vs WAB
+49.7%
+43.3%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.8% | -1.7% |
| 7D | -0.1% | +0.1% | -0.3% | -0.1% |
| 30D | -3.0% | -4.1% | +1.1% | -3.4% |
| 3M | +7.6% | +8.2% | -0.6% | +8.3% |
| 6M | +87.0% | +15.4% | +71.6% | +84.4% |
| YTD | +96.5% | +33.1% | +63.4% | +85.7% |
| 1Y | +92.9% | +48.1% | +44.9% | +77.0% |
| All | +92.9% | +49.7% | +43.3% | +77.0% |
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