-19.1%
FIS vs WING
+405.9%
-425.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | +1.1% | -3.9% | +4.9% | +1.8% |
| 30D | -2.2% | -11.6% | +9.4% | -0.4% |
| 3M | +2.1% | -24.2% | +26.3% | +6.6% |
| 6M | -14.7% | -54.1% | +39.4% | -3.3% |
| YTD | -35.7% | -53.9% | +18.2% | -27.7% |
| 1Y | -37.1% | -64.4% | +27.3% | -26.3% |
| 3Y | -20.0% | -30.2% | +10.2% | -22.6% |
| 5Y | -62.1% | -34.1% | -28.0% | -64.7% |
| 10Y | -37.4% | +342.1% | -379.5% | -59.3% |
| All | -19.1% | +405.9% | -425.0% | -49.6% |
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