+386.0%
WDC vs FTNT
+98.7%
+287.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.5% | -4.6% |
| 7D | +4.4% | +1.6% | +2.8% | +4.1% |
| 30D | +5.3% | -1.9% | +7.2% | +5.4% |
| 3M | -5.9% | +14.4% | -20.3% | -6.7% |
| 6M | +73.2% | +88.7% | -15.4% | +68.7% |
| YTD | +167.8% | +100.0% | +67.8% | +152.4% |
| 1Y | +386.0% | +99.9% | +286.1% | +350.8% |
| All | +386.0% | +98.7% | +287.3% | +350.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling