-44.7%
FIS vs WING
+685.5%
-730.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.1% | +0.6% |
| 7D | -27.4% | +5.0% | -32.3% | -28.2% |
| 30D | -16.8% | +38.7% | -55.5% | -21.9% |
| 3M | -32.6% | +44.7% | -77.4% | -37.6% |
| 6M | -33.4% | +31.5% | -64.9% | -37.7% |
| YTD | -56.0% | -28.4% | -27.6% | -54.7% |
| 1Y | -55.1% | -28.2% | -26.9% | -53.8% |
| 3Y | -41.4% | -18.4% | -23.0% | -44.6% |
| 5Y | -72.7% | +5.2% | -77.9% | -76.7% |
| 10Y | -55.5% | +699.8% | -755.3% | -74.0% |
| All | -44.7% | +685.5% | -730.2% | -68.4% |
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