+2,072.5%
FTNT vs WU
-39.1%
+2,111.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -1.9% |
| 7D | -0.1% | -3.5% | +3.3% | +0.8% |
| 30D | -3.0% | -2.9% | 0.0% | -2.3% |
| 3M | +7.6% | -2.3% | +9.9% | +6.5% |
| 6M | +87.0% | -25.4% | +112.3% | +100.7% |
| YTD | +96.5% | -21.2% | +117.7% | +106.9% |
| 1Y | +92.9% | -8.9% | +101.8% | +92.4% |
| 3Y | +139.8% | -29.0% | +168.8% | +153.6% |
| 5Y | +151.3% | -50.7% | +202.1% | +197.9% |
| All | +2,072.5% | -39.1% | +2,111.6% | +2,137.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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