+153.0%
FTNT vs WCC
+228.2%
-75.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.2% |
| 7D | +1.7% | +6.8% | -5.1% | -0.1% |
| 30D | -4.3% | -3.0% | -1.2% | -3.6% |
| 3M | +13.6% | +0.2% | +13.4% | +12.6% |
| 6M | +87.6% | +33.2% | +54.4% | +68.1% |
| YTD | +98.0% | +45.8% | +52.2% | +71.4% |
| 1Y | +96.9% | +68.4% | +28.5% | +61.4% |
| 3Y | +145.4% | +131.1% | +14.3% | +67.6% |
| 5Y | +153.0% | +225.6% | -72.6% | +36.4% |
| All | +153.0% | +228.2% | -75.2% | +36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling