+215.3%
ALLE vs WING
+620.3%
-405.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +3.6% | -2.5% | +6.1% | +3.8% |
| 30D | +25.9% | +29.5% | -3.6% | +21.6% |
| 3M | +15.8% | +40.2% | -24.4% | +10.2% |
| 6M | +48.1% | +32.7% | +15.4% | +41.2% |
| YTD | +22.0% | -32.8% | +54.8% | +25.6% |
| 1Y | +18.0% | -31.7% | +49.7% | +21.1% |
| 3Y | +93.1% | -24.7% | +117.8% | +85.9% |
| 5Y | +52.1% | -0.5% | +52.5% | +34.4% |
| All | +215.3% | +620.3% | -405.0% | +112.5% |
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