+770.0%
WDC vs FTNT
+152.2%
+617.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.8% | -3.2% | -4.5% |
| 7D | +12.1% | +7.1% | +5.0% | +10.3% |
| 30D | -18.8% | -30.9% | +12.1% | -11.9% |
| 3M | -39.3% | -23.1% | -16.2% | -36.2% |
| 6M | -40.1% | +8.1% | -48.2% | -41.8% |
| YTD | +71.8% | +60.2% | +11.6% | +49.0% |
| 1Y | +88.5% | +57.0% | +31.5% | +64.6% |
| 3Y | +770.0% | +152.9% | +617.1% | +608.0% |
| All | +770.0% | +152.2% | +617.8% | +608.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling