+207.5%
FTI vs WING
-19.8%
+227.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.3% |
| 7D | +1.4% | -0.5% | +1.9% | +1.4% |
| 30D | -6.3% | +32.3% | -38.6% | -7.2% |
| 3M | -13.1% | +50.2% | -63.3% | -14.6% |
| 6M | -8.0% | +31.7% | -39.6% | -9.5% |
| YTD | +47.1% | -29.6% | +76.7% | +50.7% |
| 1Y | +50.7% | -29.7% | +80.4% | +54.2% |
| All | +207.5% | -19.8% | +227.3% | +267.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling