+153.0%
FTNT vs WAT
-4.9%
+157.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.6% | -0.3% |
| 7D | +1.7% | -1.8% | +3.5% | +2.3% |
| 30D | -4.3% | -1.7% | -2.6% | -3.8% |
| 3M | +13.6% | +9.1% | +4.5% | +10.6% |
| 6M | +87.6% | +32.4% | +55.2% | +71.0% |
| YTD | +98.0% | +6.6% | +91.4% | +91.7% |
| 1Y | +96.9% | +34.7% | +62.2% | +75.2% |
| 3Y | +145.4% | +53.6% | +91.8% | +88.7% |
| 5Y | +153.0% | -4.1% | +157.1% | +182.4% |
| All | +153.0% | -4.9% | +157.9% | +182.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling