+1,912.7%
WDC vs FTNT
+9,093.5%
-7,180.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | 0.0% | +5.9% | +5.9% |
| 7D | +1.7% | -5.8% | +7.6% | +3.7% |
| 30D | -10.0% | -4.8% | -5.2% | -8.8% |
| 3M | -18.8% | +4.4% | -23.2% | -20.0% |
| 6M | +79.0% | +88.8% | -9.7% | +41.4% |
| YTD | +171.6% | +96.8% | +74.7% | +110.2% |
| 1Y | +417.4% | +104.5% | +312.9% | +295.3% |
| 3Y | +1,251.8% | +156.8% | +1,095.0% | +814.7% |
| 5Y | +911.7% | +144.1% | +767.6% | +549.2% |
| 10Y | +1,399.6% | +2,021.8% | -622.1% | +338.6% |
| All | +1,912.7% | +9,093.5% | -7,180.8% | +235.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling