+499.7%
FICO vs WING
+679.4%
-179.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | 0.0% |
| 7D | -0.9% | +9.0% | -10.0% | -3.5% |
| 30D | +3.3% | +39.9% | -36.6% | -6.8% |
| 3M | -31.7% | +40.4% | -72.1% | -39.5% |
| 6M | -34.0% | +12.9% | -46.9% | -38.1% |
| YTD | -58.3% | -31.1% | -27.3% | -55.6% |
| 1Y | -57.9% | -32.7% | -25.2% | -55.0% |
| 3Y | -24.1% | -19.8% | -4.3% | -30.1% |
| 5Y | +85.3% | +4.0% | +81.3% | +45.8% |
| All | +499.7% | +679.4% | -179.7% | +173.0% |
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 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