+219.2%
ALLE vs WING
+679.4%
-460.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.5% | -0.7% |
| 7D | -0.6% | +9.0% | -9.6% | -1.7% |
| 30D | +25.3% | +39.9% | -14.6% | +19.9% |
| 3M | +10.3% | +40.4% | -30.1% | +5.0% |
| 6M | +38.0% | +12.9% | +25.2% | +34.5% |
| YTD | +17.8% | -31.1% | +48.9% | +21.0% |
| 1Y | +13.6% | -32.7% | +46.3% | +16.9% |
| 3Y | +89.2% | -19.8% | +109.0% | +80.6% |
| 5Y | +51.1% | +4.0% | +47.1% | +32.8% |
| All | +219.2% | +679.4% | -460.2% | +122.6% |
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 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