+173.9%
FTI vs WING
+405.9%
-231.9%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | +5.3% | -3.9% | +9.1% | +5.9% |
| 30D | +15.3% | -11.6% | +26.9% | +17.3% |
| 3M | +15.8% | -24.2% | +40.0% | +20.1% |
| 6M | +22.6% | -54.1% | +76.6% | +37.9% |
| YTD | +79.5% | -53.9% | +133.5% | +99.7% |
| 1Y | +102.0% | -64.4% | +166.4% | +134.3% |
| 3Y | +315.8% | -30.2% | +346.0% | +292.1% |
| 5Y | +1,129.5% | -34.1% | +1,163.6% | +1,014.6% |
| 10Y | +320.9% | +342.1% | -21.2% | +113.8% |
| All | +173.9% | +405.9% | -231.9% | +30.1% |
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 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