+1,443.2%
FTNT vs WING
+637.4%
+805.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.8% |
| 7D | +7.1% | -2.5% | +9.6% | +7.5% |
| 30D | -30.9% | +29.5% | -60.4% | -35.2% |
| 3M | -23.1% | +40.2% | -63.3% | -29.9% |
| 6M | +8.1% | +32.7% | -24.6% | -1.4% |
| YTD | +60.2% | -32.8% | +93.0% | +66.7% |
| 1Y | +57.0% | -31.7% | +88.7% | +62.2% |
| 3Y | +152.9% | -24.7% | +177.6% | +133.5% |
| 5Y | +85.9% | -0.5% | +86.4% | +47.9% |
| 10Y | +1,896.5% | +647.5% | +1,249.1% | +833.3% |
| All | +1,443.2% | +637.4% | +805.8% | +599.6% |
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