+2,012.0%
FTNT vs WM
+305.9%
+1,706.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.5% |
| 7D | -5.8% | -0.3% | -5.5% | -5.7% |
| 30D | -4.8% | -2.4% | -2.4% | -4.0% |
| 3M | +4.4% | +0.4% | +4.0% | +3.2% |
| 6M | +88.8% | -9.5% | +98.3% | +95.4% |
| YTD | +96.8% | +0.5% | +96.3% | +93.0% |
| 1Y | +104.5% | -1.1% | +105.6% | +101.4% |
| 3Y | +156.8% | +46.0% | +110.7% | +98.0% |
| 5Y | +144.1% | +51.8% | +92.2% | +82.5% |
| All | +2,012.0% | +305.9% | +1,706.2% | +880.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling