+142.7%
WFC vs FTNT
+2,134.8%
-1,992.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.3% | -0.4% |
| 7D | +0.3% | +1.6% | -1.3% | 0.0% |
| 30D | +2.3% | -1.9% | +4.2% | +2.3% |
| 3M | +9.8% | +14.4% | -4.6% | +6.4% |
| 6M | +15.6% | +88.7% | -73.1% | +0.5% |
| YTD | -2.4% | +100.0% | -102.5% | -16.3% |
| 1Y | +13.8% | +99.9% | -86.0% | -2.5% |
| 3Y | +134.6% | +147.9% | -13.3% | +87.8% |
| 5Y | +127.9% | +155.8% | -27.9% | +72.3% |
| All | +142.7% | +2,134.8% | -1,992.1% | +12.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling