+155.8%
FTNT vs WAB
+220.1%
-64.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | +1.6% | -0.2% | +1.8% | +1.7% |
| 30D | -1.9% | -5.9% | +4.0% | +1.0% |
| 3M | +14.4% | +9.4% | +5.0% | +8.1% |
| 6M | +88.7% | +13.8% | +74.8% | +71.6% |
| YTD | +100.0% | +31.8% | +68.3% | +65.8% |
| 1Y | +99.9% | +48.5% | +51.3% | +53.3% |
| 3Y | +147.9% | +167.0% | -19.0% | +26.8% |
| 5Y | +155.8% | +222.3% | -66.5% | +14.0% |
| All | +155.8% | +220.1% | -64.3% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling