-71.4%
FIS vs WING
+4.1%
-75.4%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.8% | -2.0% |
| 7D | -25.5% | +9.0% | -34.5% | -26.6% |
| 30D | -15.1% | +39.9% | -55.0% | -19.7% |
| 3M | -32.1% | +40.4% | -72.5% | -36.2% |
| 6M | -36.1% | +12.9% | -48.9% | -38.1% |
| YTD | -55.4% | -31.1% | -24.3% | -53.7% |
| 1Y | -53.9% | -32.7% | -21.2% | -52.1% |
| 3Y | -39.8% | -19.8% | -19.9% | -44.0% |
| All | -71.4% | +4.1% | -75.4% | -75.3% |
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