+4.4%
FICO vs WING
-29.7%
+34.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.0% | -15.7% | -16.5% |
| 7D | -19.2% | -3.9% | -15.3% | -18.5% |
| 30D | -14.6% | -11.6% | -3.0% | -12.6% |
| 3M | -20.1% | -24.2% | +4.1% | -15.7% |
| 6M | -36.3% | -54.1% | +17.7% | -26.1% |
| YTD | -44.9% | -53.9% | +9.0% | -36.6% |
| 1Y | -38.6% | -64.4% | +25.7% | -25.8% |
| All | +4.4% | -29.7% | +34.1% | -11.7% |
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 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