+1,394.6%
WDC vs FTNT
+142.5%
+1,252.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +7.5% | +1.7% | +5.7% | +7.0% |
| 30D | +10.1% | -4.3% | +14.3% | +10.9% |
| 3M | -6.8% | +13.6% | -20.4% | -9.6% |
| 6M | +84.1% | +87.6% | -3.4% | +57.6% |
| YTD | +180.3% | +98.0% | +82.3% | +134.9% |
| 1Y | +411.1% | +96.9% | +314.2% | +329.6% |
| All | +1,394.6% | +142.5% | +1,252.1% | +1,196.0% |
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