+539.5%
FICO vs WING
+686.1%
-146.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.4% | +0.2% |
| 7D | +4.0% | -0.5% | +4.5% | +4.0% |
| 30D | -1.5% | +32.3% | -33.8% | -9.8% |
| 3M | -29.8% | +50.2% | -80.0% | -39.1% |
| 6M | -33.3% | +31.7% | -64.9% | -40.2% |
| YTD | -56.9% | -29.6% | -27.3% | -54.4% |
| 1Y | -59.5% | -29.7% | -29.7% | -57.3% |
| 3Y | -26.9% | -19.8% | -7.1% | -32.7% |
| 5Y | +92.9% | +3.1% | +89.8% | +52.4% |
| 10Y | +539.5% | +682.9% | -143.4% | +185.9% |
| All | +539.5% | +686.1% | -146.6% | +185.9% |
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 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