+9,303.7%
FTNT vs WAT
+582.8%
+8,721.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 7D | -5.8% | -1.3% | -4.6% | -5.3% |
| 30D | -4.8% | +2.3% | -7.1% | -5.7% |
| 3M | +4.4% | +8.7% | -4.3% | +0.3% |
| 6M | +88.8% | +28.3% | +60.5% | +66.6% |
| YTD | +96.8% | +7.8% | +89.0% | +85.7% |
| 1Y | +104.5% | +36.6% | +67.9% | +71.9% |
| 3Y | +156.8% | +45.7% | +111.1% | +92.5% |
| 5Y | +144.1% | -3.3% | +147.4% | +124.4% |
| 10Y | +2,021.8% | +162.1% | +1,859.7% | +980.2% |
| All | +9,303.7% | +582.8% | +8,721.0% | +2,687.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling