+104.5%
FTNT vs WM
-0.9%
+105.4%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | -0.4% |
| 7D | -5.8% | -0.3% | -5.5% | -5.9% |
| 30D | -4.8% | -2.4% | -2.4% | -5.2% |
| 3M | +4.4% | +0.4% | +4.0% | +4.2% |
| 6M | +88.8% | -9.5% | +98.3% | +89.9% |
| YTD | +96.8% | +0.5% | +96.3% | +97.7% |
| 1Y | +104.5% | -1.1% | +105.6% | +103.2% |
| All | +104.5% | -0.9% | +105.4% | +103.2% |
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