+2,072.5%
FTNT vs WPM
+558.4%
+1,514.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.8% | -2.0% |
| 7D | -0.1% | -0.6% | +0.4% | -0.1% |
| 30D | -3.0% | +14.4% | -17.4% | -4.7% |
| 3M | +7.6% | +37.0% | -29.4% | +3.0% |
| 6M | +87.0% | +4.1% | +82.8% | +84.4% |
| YTD | +96.5% | +31.7% | +64.8% | +86.9% |
| 1Y | +92.9% | +44.2% | +48.8% | +80.7% |
| 3Y | +139.8% | +265.5% | -125.6% | +93.5% |
| 5Y | +151.3% | +262.5% | -111.2% | +99.4% |
| All | +2,072.5% | +558.4% | +1,514.1% | +1,589.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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