+154.6%
FTNT vs WST
-25.8%
+180.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +0.9% |
| 7D | -2.7% | -0.3% | -2.4% | -2.7% |
| 30D | -1.4% | -4.6% | +3.2% | -0.3% |
| 3M | +10.1% | +5.7% | +4.4% | +8.3% |
| 6M | +88.2% | +37.6% | +50.6% | +72.5% |
| YTD | +98.3% | +23.0% | +75.3% | +86.5% |
| 1Y | +96.0% | +33.8% | +62.1% | +79.5% |
| 3Y | +145.8% | -13.4% | +159.1% | +142.5% |
| 5Y | +154.6% | -27.0% | +181.6% | +222.1% |
| All | +154.6% | -25.8% | +180.4% | +222.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling