+991.6%
WDC vs FTNT
+154.2%
+837.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +7.5% | +1.7% | +5.7% | +6.9% |
| 30D | +10.1% | -4.3% | +14.3% | +11.0% |
| 3M | -6.8% | +13.6% | -20.4% | -10.1% |
| 6M | +84.1% | +87.6% | -3.4% | +52.6% |
| YTD | +180.3% | +98.0% | +82.3% | +127.5% |
| 1Y | +411.1% | +96.9% | +314.2% | +315.8% |
| 3Y | +1,375.0% | +145.4% | +1,229.6% | +1,006.9% |
| 5Y | +991.6% | +153.0% | +838.6% | +652.8% |
| All | +991.6% | +154.2% | +837.3% | +652.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling