+89.3%
FTNT vs WM
+63.0%
+26.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.8% |
| 7D | +5.7% | +1.2% | +4.6% | +5.5% |
| 30D | -32.1% | +15.2% | -47.3% | -34.6% |
| 3M | -19.5% | +8.3% | -27.8% | -21.2% |
| 6M | +13.8% | +13.1% | +0.6% | +9.0% |
| YTD | +63.1% | +12.5% | +50.6% | +55.9% |
| 1Y | +57.7% | +21.8% | +35.9% | +45.9% |
| 3Y | +154.9% | +48.8% | +106.1% | +106.7% |
| 5Y | +89.3% | +62.1% | +27.2% | +42.2% |
| All | +89.3% | +63.0% | +26.3% | +42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling