-28.9%
FICO vs WING
-23.4%
-5.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +2.2% | -2.5% | +4.7% | +2.6% |
| 30D | +0.1% | +29.5% | -29.5% | -4.9% |
| 3M | -35.2% | +40.2% | -75.3% | -39.7% |
| 6M | -32.4% | +32.7% | -65.1% | -36.4% |
| YTD | -57.4% | -32.8% | -24.6% | -54.9% |
| 1Y | -58.5% | -31.7% | -26.8% | -56.4% |
| 3Y | -28.9% | -24.7% | -4.1% | -39.3% |
| All | -28.9% | -23.4% | -5.4% | -39.3% |
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