+104.5%
FTNT vs WST
+37.6%
+66.9%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -5.8% | +0.7% | -6.6% | -5.9% |
| 30D | -4.8% | -3.1% | -1.6% | -4.5% |
| 3M | +4.4% | +7.2% | -2.8% | +3.5% |
| 6M | +88.8% | +36.8% | +52.0% | +81.2% |
| YTD | +96.8% | +23.8% | +73.0% | +90.6% |
| 1Y | +104.5% | +37.8% | +66.7% | +93.0% |
| All | +104.5% | +37.6% | +66.9% | +93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 1y: compounded portfolio wealth divided by compounded WST 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…
1y analysis · Full analysis span regression · 6 months rolling