+1,910.4%
FTNT vs WMB
+282.5%
+1,627.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | +7.1% | +7.8% | -0.8% | +4.4% |
| 30D | -30.9% | -5.1% | -25.8% | -29.8% |
| 3M | -23.1% | -4.7% | -18.4% | -22.1% |
| 6M | +8.1% | -7.4% | +15.5% | +10.2% |
| YTD | +60.2% | +17.5% | +42.7% | +49.1% |
| 1Y | +57.0% | +19.5% | +37.5% | +45.1% |
| 3Y | +152.9% | +121.3% | +31.6% | +87.0% |
| 5Y | +85.9% | +200.5% | -114.6% | +22.7% |
| All | +1,910.4% | +282.5% | +1,627.9% | +993.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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