+59.9%
FTNT vs WST
+53.0%
+6.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | +5.7% | +4.9% | +0.9% | +5.5% |
| 30D | -32.1% | +10.7% | -42.8% | -32.7% |
| 3M | -19.5% | +16.8% | -36.3% | -20.6% |
| 6M | +13.8% | +32.0% | -18.2% | +10.8% |
| YTD | +63.1% | +49.9% | +13.2% | +55.0% |
| All | +59.9% | +53.0% | +6.8% | +50.9% |
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