+2,072.5%
FTNT vs WY
+7.6%
+2,064.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | -0.1% | -4.2% | +4.0% | +1.4% |
| 30D | -3.0% | -10.1% | +7.1% | +0.6% |
| 3M | +7.6% | -8.5% | +16.1% | +10.4% |
| 6M | +87.0% | -3.3% | +90.3% | +86.6% |
| YTD | +96.5% | -4.4% | +100.9% | +95.8% |
| 1Y | +92.9% | -11.5% | +104.4% | +97.4% |
| 3Y | +139.8% | -24.3% | +164.2% | +154.9% |
| 5Y | +151.3% | -21.3% | +172.6% | +165.0% |
| All | +2,072.5% | +7.6% | +2,064.9% | +1,831.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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