+248.4%
WULF vs FTNT
+9,148.2%
-8,899.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.1% |
| 7D | +15.6% | +1.7% | +13.9% | +15.3% |
| 30D | +5.7% | -4.3% | +10.0% | +6.3% |
| 3M | -32.3% | +13.6% | -45.9% | -34.0% |
| 6M | +23.7% | +87.6% | -63.9% | +8.8% |
| YTD | +49.1% | +98.0% | -48.9% | +29.8% |
| 1Y | +66.3% | +96.9% | -30.6% | +44.9% |
| 3Y | +851.7% | +145.4% | +706.3% | +702.9% |
| 5Y | -30.9% | +153.0% | -183.9% | -42.3% |
| 10Y | +86.9% | +2,098.3% | -2,011.3% | +48.9% |
| All | +248.4% | +9,148.2% | -8,899.9% | +178.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling