+210.5%
ALLE vs WING
+686.1%
-475.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.1% |
| 7D | -0.8% | -0.5% | -0.3% | -0.8% |
| 30D | +27.4% | +32.3% | -4.9% | +22.7% |
| 3M | +13.8% | +50.2% | -36.3% | +7.4% |
| 6M | +45.5% | +31.7% | +13.8% | +38.9% |
| YTD | +21.4% | -29.6% | +51.0% | +24.3% |
| 1Y | +15.4% | -29.7% | +45.1% | +18.0% |
| 3Y | +91.7% | -19.8% | +111.5% | +83.0% |
| 5Y | +54.5% | +3.1% | +51.5% | +36.0% |
| 10Y | +210.5% | +682.9% | -472.4% | +109.2% |
| All | +210.5% | +686.1% | -475.6% | +109.2% |
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