+1,789.3%
FTNT vs WM
+339.4%
+1,449.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.1% |
| 7D | -12.7% | +1.2% | -13.9% | -13.2% |
| 30D | -37.2% | +13.1% | -50.3% | -40.9% |
| 3M | -25.8% | +3.6% | -29.4% | -27.4% |
| 6M | +32.1% | +8.1% | +24.0% | +25.5% |
| YTD | +49.7% | +8.9% | +40.7% | +40.9% |
| 1Y | +47.6% | +20.3% | +27.2% | +31.8% |
| 3Y | +137.2% | +46.2% | +91.0% | +84.6% |
| 5Y | +74.2% | +59.9% | +14.3% | +26.9% |
| All | +1,789.3% | +339.4% | +1,449.9% | +726.2% |
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 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