+17.4%
ALLE vs WING
-34.0%
+51.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.1% |
| 7D | -0.2% | -3.9% | +3.6% | +0.2% |
| 30D | -6.8% | -11.6% | +4.8% | -5.6% |
| 3M | +21.0% | -24.2% | +45.2% | +24.8% |
| 6M | +1.1% | -54.1% | +55.2% | +10.7% |
| YTD | -0.5% | -53.9% | +53.4% | +7.9% |
| 1Y | -7.3% | -64.4% | +57.1% | +4.1% |
| 3Y | +42.3% | -30.2% | +72.5% | +30.9% |
| All | +17.4% | -34.0% | +51.4% | +2.4% |
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