+1,828.7%
FTNT vs WM
+337.2%
+1,491.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +2.9% | +3.0% |
| 7D | -3.0% | -0.5% | -2.5% | -2.8% |
| 30D | -37.1% | +13.3% | -50.4% | -40.8% |
| 3M | -23.3% | +4.4% | -27.7% | -25.2% |
| 6M | +7.4% | +10.8% | -3.5% | +0.8% |
| YTD | +54.2% | +9.1% | +45.2% | +45.1% |
| 1Y | +49.7% | +19.1% | +30.6% | +34.4% |
| 3Y | +146.6% | +45.7% | +100.9% | +92.3% |
| 5Y | +75.4% | +60.4% | +15.0% | +27.5% |
| 10Y | +1,828.7% | +328.7% | +1,499.9% | +749.3% |
| All | +1,828.7% | +337.2% | +1,491.5% | +749.3% |
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