-24.8%
FICO vs WING
-13.5%
-11.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.4% | -5.7% | +1.2% |
| 7D | -0.1% | +8.6% | -8.6% | -1.6% |
| 30D | +8.4% | +44.8% | -36.3% | +1.0% |
| 3M | -30.5% | +51.9% | -82.4% | -36.3% |
| 6M | -35.7% | +37.2% | -73.0% | -39.9% |
| YTD | -57.2% | -25.3% | -31.9% | -55.5% |
| 1Y | -58.4% | -25.1% | -33.3% | -56.9% |
| 3Y | -24.8% | -12.9% | -11.9% | -40.9% |
| All | -24.8% | -13.5% | -11.3% | -40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling