+152.4%
FTNT vs WM
+46.1%
+106.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | -5.8% | -0.3% | -5.5% | -5.8% |
| 30D | -4.8% | -2.4% | -2.4% | -4.7% |
| 3M | +4.4% | +0.4% | +4.0% | +3.9% |
| 6M | +88.8% | -9.5% | +98.3% | +90.9% |
| YTD | +96.8% | +0.5% | +96.3% | +95.7% |
| 1Y | +104.5% | -1.1% | +105.6% | +103.7% |
| All | +152.4% | +46.1% | +106.3% | +163.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling