+57.7%
FTNT vs WING
-33.3%
+91.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.5% | +5.6% | +0.6% |
| 7D | +5.7% | -3.9% | +9.6% | +5.3% |
| 30D | -32.1% | +26.6% | -58.7% | -30.0% |
| 3M | -19.5% | +42.5% | -62.0% | -16.0% |
| 6M | +13.8% | +29.4% | -15.7% | +19.3% |
| YTD | +63.1% | -32.8% | +95.9% | +71.6% |
| 1Y | +57.7% | -33.5% | +91.2% | +65.8% |
| All | +57.7% | -33.3% | +91.0% | +65.8% |
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