+51.8%
FTNT vs WAT
+32.9%
+18.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.9% |
| 7D | -25.7% | -1.9% | -23.7% | -25.6% |
| 30D | -29.7% | +6.2% | -36.0% | -30.0% |
| 3M | -23.1% | +18.1% | -41.2% | -23.8% |
| 6M | +45.0% | +54.9% | -9.9% | +42.0% |
| YTD | +62.9% | +23.1% | +39.8% | +57.9% |
| 1Y | +51.8% | +27.3% | +24.5% | +43.9% |
| All | +51.8% | +32.9% | +18.9% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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