+88.0%
FICO vs WING
+8.7%
+79.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.2% | +5.1% | +1.9% |
| 7D | +0.9% | +5.0% | -4.1% | -0.4% |
| 30D | +9.4% | +38.7% | -29.3% | +0.7% |
| 3M | -30.4% | +44.7% | -75.1% | -37.4% |
| 6M | -35.1% | +31.5% | -66.6% | -40.5% |
| YTD | -56.8% | -28.4% | -28.4% | -54.5% |
| 1Y | -58.4% | -28.2% | -30.2% | -56.4% |
| 3Y | -26.7% | -18.4% | -8.3% | -32.6% |
| 5Y | +88.0% | +5.2% | +82.8% | +51.3% |
| All | +88.0% | +8.7% | +79.4% | +51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling