+2,072.5%
FTNT vs WTW
+198.0%
+1,874.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.8% | -1.8% |
| 7D | -0.1% | -5.7% | +5.6% | +2.4% |
| 30D | -3.0% | -7.3% | +4.3% | 0.0% |
| 3M | +7.6% | +21.5% | -13.9% | -2.6% |
| 6M | +87.0% | +9.6% | +77.3% | +76.5% |
| YTD | +96.5% | -3.3% | +99.8% | +94.5% |
| 1Y | +92.9% | -6.1% | +99.1% | +93.4% |
| 3Y | +139.8% | +61.8% | +78.0% | +75.6% |
| 5Y | +151.3% | +42.7% | +108.7% | +97.3% |
| All | +2,072.5% | +198.0% | +1,874.4% | +1,263.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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