+9,374.7%
FTNT vs WSM
+3,069.7%
+6,305.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -2.7% | +2.6% | -5.3% | -3.4% |
| 30D | -1.4% | -9.5% | +8.2% | +1.4% |
| 3M | +10.1% | +12.9% | -2.8% | +6.0% |
| 6M | +88.2% | +23.0% | +65.2% | +76.0% |
| YTD | +98.3% | +28.9% | +69.4% | +82.2% |
| 1Y | +96.0% | +13.7% | +82.3% | +86.0% |
| 3Y | +145.8% | +232.6% | -86.8% | +58.7% |
| 5Y | +154.6% | +185.9% | -31.2% | +66.4% |
| 10Y | +2,063.6% | +998.6% | +1,065.0% | +718.8% |
| All | +9,374.7% | +3,069.7% | +6,305.0% | +2,413.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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