+90.0%
FTI vs WING
-58.1%
+148.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.0% | -4.9% | +1.1% |
| 7D | -4.4% | +7.2% | -11.6% | -4.2% |
| 30D | +1.5% | +4.8% | -3.3% | +1.6% |
| 3M | +8.2% | -23.7% | +31.9% | +7.6% |
| 6M | +18.8% | -43.6% | +62.4% | +19.0% |
| YTD | +71.7% | -50.6% | +122.2% | +72.2% |
| 1Y | +90.0% | -57.0% | +147.1% | +86.8% |
| All | +90.0% | -58.1% | +148.2% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 1y: compounded portfolio wealth divided by compounded WING 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…
1y analysis · Full analysis span regression · 6 months rolling