+2,098.3%
FTNT vs WST
+325.7%
+1,772.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | +1.7% | -1.7% | +3.4% | +2.3% |
| 30D | -4.3% | -4.3% | +0.1% | -2.9% |
| 3M | +13.6% | +0.7% | +12.9% | +13.0% |
| 6M | +87.6% | +36.0% | +51.6% | +67.0% |
| YTD | +98.0% | +22.7% | +75.2% | +81.9% |
| 1Y | +96.9% | +34.1% | +62.8% | +74.2% |
| 3Y | +145.4% | -13.6% | +159.0% | +132.6% |
| 5Y | +153.0% | -26.0% | +179.0% | +156.7% |
| 10Y | +2,098.3% | +335.8% | +1,762.5% | +881.7% |
| All | +2,098.3% | +325.7% | +1,772.6% | +881.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling