+2,111.2%
FTNT vs WCC
+518.6%
+1,592.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.3% | +1.9% |
| 7D | +1.6% | +1.7% | -0.1% | +1.1% |
| 30D | -1.9% | -6.1% | +4.2% | -0.4% |
| 3M | +14.4% | +3.1% | +11.3% | +12.7% |
| 6M | +88.7% | +28.2% | +60.4% | +72.9% |
| YTD | +100.0% | +41.1% | +58.9% | +77.7% |
| 1Y | +99.9% | +61.3% | +38.6% | +70.1% |
| 3Y | +147.9% | +123.6% | +24.3% | +83.0% |
| 5Y | +155.8% | +214.8% | -59.0% | +66.8% |
| All | +2,111.2% | +518.6% | +1,592.6% | +960.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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