+9,303.7%
FTNT vs WWD
+1,390.4%
+7,913.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.4% |
| 7D | -5.8% | +1.3% | -7.1% | -6.3% |
| 30D | -4.8% | -7.2% | +2.4% | -2.4% |
| 3M | +4.4% | -3.8% | +8.3% | +4.9% |
| 6M | +88.8% | -9.9% | +98.7% | +91.5% |
| YTD | +96.8% | +14.8% | +82.0% | +81.0% |
| 1Y | +104.5% | +42.1% | +62.4% | +72.4% |
| 3Y | +156.8% | +170.8% | -14.0% | +66.7% |
| 5Y | +144.1% | +197.5% | -53.5% | +50.6% |
| 10Y | +2,021.8% | +477.8% | +1,544.0% | +785.9% |
| All | +9,303.7% | +1,390.4% | +7,913.4% | +2,337.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling