+51.8%
FTNT vs WING
-23.2%
+75.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | +1.5% |
| 7D | -25.7% | +21.0% | -46.6% | -23.8% |
| 30D | -29.7% | +56.9% | -86.6% | -26.5% |
| 3M | -23.1% | +38.4% | -61.5% | -19.8% |
| 6M | +45.0% | +12.0% | +33.0% | +50.9% |
| YTD | +62.9% | -29.2% | +92.2% | +72.2% |
| 1Y | +51.8% | -28.8% | +80.6% | +58.9% |
| All | +51.8% | -23.2% | +75.0% | +58.9% |
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