+162.8%
FTNT vs WBD
+6.4%
+156.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | -0.1% | -0.7% | +0.6% | 0.0% |
| 30D | -3.0% | +1.4% | -4.4% | -3.2% |
| 3M | +7.6% | +4.4% | +3.2% | +6.7% |
| 6M | +87.0% | +0.8% | +86.1% | +86.6% |
| YTD | +96.5% | -2.7% | +99.2% | +97.3% |
| 1Y | +92.9% | +73.4% | +19.5% | +72.6% |
| 3Y | +139.8% | +142.1% | -2.3% | +92.6% |
| All | +162.8% | +6.4% | +156.4% | +143.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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