-43.9%
FIS vs WING
+656.3%
-700.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.8% | -2.0% |
| 7D | -25.5% | +9.0% | -34.5% | -26.8% |
| 30D | -15.1% | +39.9% | -55.0% | -20.3% |
| 3M | -32.1% | +40.4% | -72.5% | -36.7% |
| 6M | -36.1% | +12.9% | -48.9% | -38.5% |
| YTD | -55.4% | -31.1% | -24.3% | -53.7% |
| 1Y | -53.9% | -32.7% | -21.2% | -52.0% |
| 3Y | -39.8% | -19.8% | -19.9% | -42.9% |
| 5Y | -71.1% | +4.0% | -75.1% | -75.3% |
| 10Y | -53.8% | +684.4% | -738.3% | -73.0% |
| All | -43.9% | +656.3% | -700.2% | -67.7% |
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