+428.1%
WMT vs FTNT
+2,095.7%
-1,667.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.5% |
| 7D | 0.0% | -0.1% | +0.2% | 0.0% |
| 30D | -7.4% | -3.0% | -4.5% | -7.3% |
| 3M | -10.9% | +7.6% | -18.5% | -11.8% |
| 6M | -12.7% | +87.0% | -99.6% | -19.1% |
| YTD | -3.2% | +96.5% | -99.7% | -11.0% |
| 1Y | +5.3% | +92.9% | -87.7% | -3.2% |
| 3Y | +101.9% | +139.8% | -38.0% | +78.6% |
| 5Y | +134.6% | +151.3% | -16.8% | +100.1% |
| All | +428.1% | +2,095.7% | -1,667.6% | +252.4% |
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