+89.3%
FTNT vs WING
-2.2%
+91.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.5% | +5.6% | +1.7% |
| 7D | +5.7% | -3.9% | +9.6% | +6.2% |
| 30D | -32.1% | +26.6% | -58.7% | -34.9% |
| 3M | -19.5% | +42.5% | -62.0% | -24.8% |
| 6M | +13.8% | +29.4% | -15.7% | +6.9% |
| YTD | +63.1% | -32.8% | +95.9% | +70.7% |
| 1Y | +57.7% | -33.5% | +91.2% | +64.9% |
| 3Y | +154.9% | -23.4% | +178.3% | +128.5% |
| 5Y | +89.3% | -0.4% | +89.7% | +51.0% |
| All | +89.3% | -2.2% | +91.4% | +51.0% |
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