+90.7%
WFC vs FTNT
+84.5%
+6.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.6% |
| 7D | +2.5% | +7.1% | -4.5% | +1.5% |
| 30D | +7.0% | -30.9% | +37.9% | +12.3% |
| 3M | -1.8% | -23.1% | +21.3% | +1.0% |
| 6M | +18.4% | +8.1% | +10.3% | +14.4% |
| YTD | -5.6% | +60.2% | -65.8% | -15.8% |
| 1Y | +3.9% | +57.0% | -53.1% | -7.1% |
| 3Y | +126.3% | +152.9% | -26.6% | +82.5% |
| All | +90.7% | +84.5% | +6.2% | +52.6% |
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 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