+602.8%
FICO vs WING
+341.7%
+261.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -15.4% | -0.1% | -15.3% | -15.4% |
| 30D | -10.4% | -6.0% | -4.3% | -9.1% |
| 3M | -22.7% | -23.5% | +0.8% | -17.0% |
| 6M | -36.8% | -52.0% | +15.2% | -22.5% |
| YTD | -44.8% | -53.8% | +9.0% | -32.7% |
| 1Y | -39.3% | -63.8% | +24.5% | -21.2% |
| 3Y | +3.7% | -30.8% | +34.5% | -0.4% |
| 5Y | +101.7% | -34.3% | +136.0% | +84.6% |
| 10Y | +602.8% | +352.4% | +250.4% | +261.7% |
| All | +602.8% | +341.7% | +261.0% | +261.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling