-54.3%
FIS vs WING
+620.6%
-674.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.5% | -1.6% | -5.3% |
| 7D | -3.5% | -3.9% | +0.4% | -2.9% |
| 30D | -19.4% | +26.6% | -46.1% | -23.2% |
| 3M | -31.6% | +42.5% | -74.1% | -36.6% |
| 6M | -32.5% | +29.4% | -62.0% | -36.8% |
| YTD | -56.0% | -32.8% | -23.2% | -54.0% |
| 1Y | -55.5% | -33.5% | -22.1% | -53.6% |
| 3Y | -41.3% | -23.4% | -17.9% | -44.2% |
| 5Y | -72.3% | -0.4% | -71.8% | -76.4% |
| All | -54.3% | +620.6% | -674.9% | -72.1% |
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