+141.6%
FTNT vs WU
-28.6%
+170.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | +1.7% | -4.9% | +6.7% | +2.3% |
| 30D | -4.3% | -1.3% | -3.0% | -4.2% |
| 3M | +13.6% | -3.6% | +17.2% | +13.0% |
| 6M | +87.6% | -24.3% | +111.9% | +93.6% |
| YTD | +98.0% | -21.1% | +119.1% | +102.7% |
| 1Y | +96.9% | -10.3% | +107.2% | +96.6% |
| All | +141.6% | -28.6% | +170.3% | +145.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling