+538.9%
FICO vs WING
+620.6%
-81.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.9% | -0.3% |
| 7D | +1.4% | -3.9% | +5.3% | +2.4% |
| 30D | -0.8% | +26.6% | -27.4% | -8.0% |
| 3M | -31.3% | +42.5% | -73.8% | -39.5% |
| 6M | -33.9% | +29.4% | -63.4% | -40.5% |
| YTD | -57.6% | -32.8% | -24.8% | -54.5% |
| 1Y | -59.7% | -33.5% | -26.2% | -56.8% |
| 3Y | -28.0% | -23.4% | -4.6% | -32.9% |
| 5Y | +91.0% | -0.4% | +91.4% | +52.1% |
| All | +538.9% | +620.6% | -81.7% | +184.7% |
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