+128.3%
WFC vs FTNT
+154.2%
-25.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +0.4% | +1.7% | -1.3% | +0.2% |
| 30D | +2.5% | -4.3% | +6.7% | +2.9% |
| 3M | +10.0% | +13.6% | -3.6% | +7.1% |
| 6M | +15.1% | +87.6% | -72.5% | +1.7% |
| YTD | -2.2% | +98.0% | -100.2% | -14.6% |
| 1Y | +13.5% | +96.9% | -83.5% | -1.0% |
| 3Y | +135.2% | +145.4% | -10.2% | +94.5% |
| 5Y | +128.3% | +153.0% | -24.7% | +76.3% |
| All | +128.3% | +154.2% | -25.9% | +76.3% |
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