+7,050.4%
FTNT vs WM
+992.3%
+6,058.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -1.9% |
| 7D | -12.7% | +1.2% | -13.9% | -13.3% |
| 30D | -37.2% | +13.1% | -50.3% | -41.6% |
| 3M | -25.8% | +3.6% | -29.4% | -27.8% |
| 6M | +32.1% | +8.1% | +24.0% | +24.2% |
| YTD | +49.7% | +8.9% | +40.7% | +39.2% |
| 1Y | +47.6% | +20.3% | +27.2% | +29.2% |
| 3Y | +137.2% | +46.2% | +91.0% | +78.8% |
| 5Y | +74.2% | +59.9% | +14.3% | +22.2% |
| 10Y | +1,824.2% | +345.6% | +1,478.6% | +560.4% |
| All | +7,050.4% | +992.3% | +6,058.1% | +1,112.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling