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  • FTNT vs WY✓SelectedUSD · WYFTNT vs WY performance historyLatest closeAs of+0.76%09/08
Stock and ETF performance explorer

FTNT vs WY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+9,374.7%
WY return
+177.2%
Excess return
+9,197.5%
Maximum drawdown
-51.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioWYExcessAlpha
1D+0.8%-1.4%+2.2%+1.3%
7D-2.7%-2.1%-0.6%-1.9%
30D-1.4%-10.5%+9.1%+3.0%
3M+10.1%-4.9%+15.0%+11.5%
6M+88.2%-4.9%+93.1%+89.2%
YTD+98.3%-1.7%+100.0%+95.4%
1Y+96.0%-9.4%+105.3%+98.9%
3Y+145.8%-22.3%+168.1%+159.5%
5Y+154.6%-20.5%+175.2%+167.2%
10Y+2,063.6%+4.9%+2,058.7%+1,719.2%
All+9,374.7%+177.2%+9,197.5%+4,767.7%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling