+2,111.2%
FTNT vs WWD
+490.2%
+1,620.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.4% |
| 7D | +1.6% | -2.9% | +4.5% | +2.4% |
| 30D | -1.9% | -6.6% | +4.7% | -0.1% |
| 3M | +14.4% | -9.3% | +23.7% | +16.9% |
| 6M | +88.7% | -13.6% | +102.3% | +93.2% |
| YTD | +100.0% | +10.4% | +89.7% | +88.5% |
| 1Y | +99.9% | +39.9% | +60.0% | +73.7% |
| 3Y | +147.9% | +165.0% | -17.1% | +73.8% |
| 5Y | +155.8% | +183.8% | -28.0% | +72.5% |
| All | +2,111.2% | +490.2% | +1,620.9% | +1,053.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling