+1,157.0%
FTI vs WING
-33.6%
+1,190.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.5% | -0.5% |
| 7D | -2.3% | -2.3% | -0.1% | -2.1% |
| 30D | +5.0% | -5.6% | +10.7% | +5.4% |
| 3M | +13.8% | -22.9% | +36.8% | +16.0% |
| 6M | +22.9% | -50.4% | +73.3% | +30.7% |
| YTD | +75.0% | -53.3% | +128.3% | +86.2% |
| 1Y | +96.9% | -61.2% | +158.1% | +113.5% |
| 3Y | +276.7% | -30.1% | +306.8% | +260.0% |
| 5Y | +1,157.0% | -35.0% | +1,192.0% | +1,097.0% |
| All | +1,157.0% | -33.6% | +1,190.6% | +1,097.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling