+53.0%
ALLE vs WING
+8.7%
+44.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.6% | 0.0% |
| 7D | +0.1% | +5.0% | -4.9% | -0.5% |
| 30D | +25.9% | +38.7% | -12.8% | +20.8% |
| 3M | +14.9% | +44.7% | -29.8% | +9.2% |
| 6M | +42.1% | +31.5% | +10.6% | +36.1% |
| YTD | +20.4% | -28.4% | +48.8% | +23.3% |
| 1Y | +14.9% | -28.2% | +43.0% | +17.3% |
| 3Y | +90.1% | -18.4% | +108.5% | +76.0% |
| 5Y | +53.0% | +5.2% | +47.7% | +23.9% |
| All | +53.0% | +8.7% | +44.3% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling