+51.8%
FTNT vs WM
+21.9%
+29.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +1.5% |
| 7D | -25.7% | +5.9% | -31.6% | -24.2% |
| 30D | -29.7% | +15.4% | -45.1% | -26.5% |
| 3M | -23.1% | +6.3% | -29.5% | -21.1% |
| 6M | +45.0% | +5.6% | +39.4% | +49.8% |
| YTD | +62.9% | +9.9% | +53.0% | +67.2% |
| 1Y | +51.8% | +20.8% | +31.0% | +53.2% |
| All | +51.8% | +21.9% | +29.9% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 1y: compounded portfolio wealth divided by compounded WM 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…
1y analysis · Full analysis span regression · 6 months rolling