+152.9%
FTNT vs WM
+48.6%
+104.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +7.1% | +3.2% | +3.8% | +7.1% |
| 30D | -30.9% | +13.0% | -43.9% | -30.9% |
| 3M | -23.1% | +9.2% | -32.3% | -23.0% |
| 6M | +8.1% | +13.6% | -5.5% | +7.4% |
| YTD | +60.2% | +12.4% | +47.8% | +59.1% |
| 1Y | +57.0% | +21.2% | +35.8% | +53.5% |
| 3Y | +152.9% | +48.7% | +104.2% | +152.2% |
| All | +152.9% | +48.6% | +104.3% | +152.2% |
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 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