-40.2%
FIS vs WING
+341.7%
-381.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.2% | -6.1% | -5.9% |
| 7D | -3.5% | -0.1% | -3.3% | -3.4% |
| 30D | -7.8% | -6.0% | -1.8% | -7.1% |
| 3M | +0.8% | -23.5% | +24.3% | +5.1% |
| 6M | -21.9% | -52.0% | +30.1% | -12.0% |
| YTD | -39.5% | -53.8% | +14.3% | -31.9% |
| 1Y | -41.0% | -63.8% | +22.8% | -30.9% |
| 3Y | -23.6% | -30.8% | +7.2% | -26.3% |
| 5Y | -65.6% | -34.3% | -31.3% | -68.2% |
| 10Y | -40.2% | +352.4% | -392.6% | -59.0% |
| All | -40.2% | +341.7% | -381.9% | -59.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling