+2,072.5%
FTNT vs WAT
+170.9%
+1,901.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.4% | -2.4% |
| 7D | -0.1% | -0.3% | +0.1% | -0.1% |
| 30D | -3.0% | -1.9% | -1.1% | -2.3% |
| 3M | +7.6% | +13.5% | -5.9% | +2.4% |
| 6M | +87.0% | +37.2% | +49.7% | +63.9% |
| YTD | +96.5% | +7.5% | +89.0% | +87.5% |
| 1Y | +92.9% | +35.0% | +57.9% | +67.0% |
| 3Y | +139.8% | +55.1% | +84.8% | +80.0% |
| 5Y | +151.3% | -2.8% | +154.1% | +135.4% |
| All | +2,072.5% | +170.9% | +1,901.5% | +1,169.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling