+7,268.8%
FTNT vs WMB
+797.1%
+6,471.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.7% | -0.6% | +2.0% |
| 7D | -3.0% | -6.7% | +3.7% | -1.1% |
| 30D | -37.1% | -8.6% | -28.6% | -35.6% |
| 3M | -23.3% | -4.9% | -18.4% | -22.4% |
| 6M | +7.4% | -6.3% | +13.7% | +8.7% |
| YTD | +54.2% | +13.0% | +41.2% | +47.3% |
| 1Y | +49.7% | +14.9% | +34.8% | +42.3% |
| 3Y | +146.6% | +113.4% | +33.2% | +96.0% |
| 5Y | +75.4% | +190.2% | -114.7% | +27.4% |
| 10Y | +1,828.7% | +259.9% | +1,568.8% | +1,132.1% |
| All | +7,268.8% | +797.1% | +6,471.7% | +2,589.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling