+90.1%
FTNT vs WAT
+33.2%
+56.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.6% | +3.9% |
| 7D | -1.0% | +0.7% | -1.7% | -1.2% |
| 30D | -33.6% | +9.0% | -42.6% | -35.2% |
| 3M | -20.9% | +13.5% | -34.3% | -23.7% |
| 6M | +11.0% | +35.3% | -24.3% | +1.4% |
| YTD | +61.3% | +24.0% | +37.3% | +49.8% |
| 1Y | +53.1% | +22.0% | +31.2% | +42.8% |
| 3Y | +152.1% | +84.0% | +68.1% | +84.9% |
| 5Y | +90.1% | +34.4% | +55.8% | +75.7% |
| All | +90.1% | +33.2% | +56.9% | +75.7% |
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