+7,554.6%
FTNT vs WEC
+819.3%
+6,735.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.0% |
| 7D | +7.1% | +2.3% | +4.7% | +6.5% |
| 30D | -30.9% | +11.1% | -41.9% | -32.9% |
| 3M | -23.1% | +8.4% | -31.5% | -24.9% |
| 6M | +8.1% | +7.5% | +0.6% | +5.5% |
| YTD | +60.2% | +15.3% | +44.9% | +52.7% |
| 1Y | +57.0% | +9.7% | +47.3% | +51.7% |
| 3Y | +152.9% | +64.7% | +88.3% | +114.0% |
| 5Y | +85.9% | +57.3% | +28.6% | +58.5% |
| 10Y | +1,896.5% | +195.9% | +1,700.7% | +1,155.2% |
| All | +7,554.6% | +819.3% | +6,735.4% | +2,067.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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