+699.4%
FICO vs WING
+667.7%
+31.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.2% |
| 7D | -0.3% | +14.0% | -14.2% | -4.0% |
| 30D | +1.7% | +47.7% | -46.0% | -9.5% |
| 3M | -35.2% | +34.2% | -69.4% | -41.6% |
| 6M | -33.7% | +13.6% | -47.2% | -37.8% |
| YTD | -58.2% | -30.0% | -28.1% | -55.7% |
| 1Y | -56.6% | -33.9% | -22.7% | -53.4% |
| 3Y | -24.0% | -18.7% | -5.3% | -29.7% |
| 5Y | +86.1% | +5.5% | +80.5% | +48.3% |
| 10Y | +522.8% | +696.2% | -173.4% | +175.5% |
| All | +699.4% | +667.7% | +31.7% | +243.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling