+76.9%
FICO vs WING
+4.1%
+72.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | -0.9% | +9.0% | -10.0% | -3.1% |
| 30D | +3.3% | +39.9% | -36.6% | -5.1% |
| 3M | -31.7% | +40.4% | -72.1% | -38.1% |
| 6M | -34.0% | +12.9% | -46.9% | -37.1% |
| YTD | -58.3% | -31.1% | -27.3% | -55.7% |
| 1Y | -57.9% | -32.7% | -25.2% | -55.2% |
| 3Y | -24.1% | -19.8% | -4.3% | -29.9% |
| All | +76.9% | +4.1% | +72.9% | +41.8% |
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