+38.0%
ALLE vs WING
+9.0%
+29.1%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.5% | -0.8% |
| 7D | -0.6% | +9.0% | -9.6% | -1.1% |
| 30D | +25.3% | +39.9% | -14.6% | +23.2% |
| 3M | +10.3% | +40.4% | -30.1% | +8.5% |
| 6M | +38.0% | +12.9% | +25.2% | +40.5% |
| All | +38.0% | +9.0% | +29.1% | +40.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling