+127.3%
FTI vs WING
+635.9%
-508.5%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.3% | +2.1% |
| 7D | +4.3% | -2.7% | +7.0% | +4.7% |
| 30D | -4.7% | +29.3% | -33.9% | -9.0% |
| 3M | -13.5% | +39.9% | -53.4% | -19.2% |
| 6M | -8.7% | +32.4% | -41.1% | -15.0% |
| YTD | +49.0% | -32.9% | +82.0% | +54.5% |
| 1Y | +54.0% | -31.9% | +85.9% | +58.7% |
| 3Y | +211.6% | -24.9% | +236.5% | +194.8% |
| 5Y | +881.9% | -0.7% | +882.6% | +725.4% |
| 10Y | +188.1% | +645.9% | -457.9% | +32.1% |
| All | +127.3% | +635.9% | -508.5% | +0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling