+51.8%
FTNT vs WWD
+27.2%
+24.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +0.8% |
| 7D | -25.7% | +7.3% | -33.0% | -24.8% |
| 30D | -29.7% | -2.0% | -27.7% | -29.4% |
| 3M | -23.1% | -12.6% | -10.5% | -23.4% |
| 6M | +45.0% | -8.4% | +53.4% | +44.9% |
| YTD | +62.9% | +8.2% | +54.7% | +58.3% |
| 1Y | +51.8% | +26.5% | +25.3% | +44.6% |
| All | +51.8% | +27.2% | +24.6% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling