+1,228.2%
WDC vs FTNT
+2,134.8%
-906.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.5% | -4.8% |
| 7D | +4.4% | +1.6% | +2.8% | +3.8% |
| 30D | +5.3% | -1.9% | +7.2% | +5.4% |
| 3M | -5.9% | +14.4% | -20.3% | -10.6% |
| 6M | +73.2% | +88.7% | -15.4% | +34.3% |
| YTD | +167.8% | +100.0% | +67.8% | +101.8% |
| 1Y | +386.0% | +99.9% | +286.1% | +266.4% |
| 3Y | +1,309.7% | +147.9% | +1,161.8% | +832.9% |
| 5Y | +957.1% | +155.8% | +801.3% | +525.0% |
| All | +1,228.2% | +2,134.8% | -906.6% | +199.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT 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 FTNT 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