+2.5%
WFC vs FTNT
+49.6%
-47.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +2.2% |
| 7D | +4.5% | -25.7% | +30.2% | +4.1% |
| 30D | +7.4% | -29.7% | +37.1% | +7.0% |
| 3M | -0.5% | -23.1% | +22.6% | -0.9% |
| 6M | +11.7% | +45.0% | -33.3% | +9.3% |
| YTD | -4.6% | +62.9% | -67.6% | -8.8% |
| 1Y | +2.5% | +51.8% | -49.3% | -1.1% |
| All | +2.5% | +49.6% | -47.1% | -1.1% |
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