+221.5%
ALLE vs WING
+742.9%
-521.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.4% | -5.6% | +1.7% |
| 7D | -0.6% | +8.6% | -9.2% | -1.7% |
| 30D | +26.6% | +44.8% | -18.1% | +20.6% |
| 3M | +13.2% | +51.9% | -38.8% | +6.6% |
| 6M | +42.9% | +37.2% | +5.7% | +35.8% |
| YTD | +21.0% | -25.3% | +46.3% | +23.0% |
| 1Y | +15.2% | -25.1% | +40.3% | +16.8% |
| 3Y | +95.6% | -12.9% | +108.5% | +84.7% |
| 5Y | +53.4% | +12.0% | +41.4% | +33.7% |
| 10Y | +221.5% | +716.5% | -495.0% | +120.6% |
| All | +221.5% | +742.9% | -521.4% | +120.6% |
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