+139.8%
FTNT vs WTW
+61.9%
+78.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.8% | -1.8% |
| 7D | -0.1% | -5.7% | +5.6% | +0.6% |
| 30D | -3.0% | -7.3% | +4.3% | -2.1% |
| 3M | +7.6% | +21.5% | -13.9% | +3.4% |
| 6M | +87.0% | +9.6% | +77.3% | +82.2% |
| YTD | +96.5% | -3.3% | +99.8% | +94.8% |
| 1Y | +92.9% | -6.1% | +99.1% | +92.4% |
| 3Y | +139.8% | +61.8% | +78.0% | +117.0% |
| All | +139.8% | +61.9% | +78.0% | +117.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling