+9,303.7%
FTNT vs WST
+1,850.8%
+7,452.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | -5.8% | +0.7% | -6.6% | -6.1% |
| 30D | -4.8% | -3.1% | -1.6% | -3.7% |
| 3M | +4.4% | +7.2% | -2.8% | +1.1% |
| 6M | +88.8% | +36.8% | +52.0% | +64.2% |
| YTD | +96.8% | +23.8% | +73.0% | +77.5% |
| 1Y | +104.5% | +37.8% | +66.7% | +75.0% |
| 3Y | +156.8% | -15.9% | +172.7% | +141.5% |
| 5Y | +144.1% | -25.8% | +169.9% | +141.4% |
| 10Y | +2,021.8% | +319.6% | +1,702.2% | +679.5% |
| All | +9,303.7% | +1,850.8% | +7,452.9% | +1,237.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling