-59.7%
FICO vs WING
-33.3%
-26.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.9% | -0.9% |
| 7D | +1.4% | -3.9% | +5.3% | +2.0% |
| 30D | -0.8% | +26.6% | -27.4% | -4.6% |
| 3M | -31.3% | +42.5% | -73.8% | -35.4% |
| 6M | -33.9% | +29.4% | -63.4% | -36.2% |
| YTD | -57.6% | -32.8% | -24.8% | -54.2% |
| 1Y | -59.7% | -33.5% | -26.2% | -56.5% |
| All | -59.7% | -33.3% | -26.3% | -56.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling