+248.0%
ALLE vs WING
+667.7%
-419.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.7% |
| 7D | 0.0% | +14.0% | -13.9% | -1.7% |
| 30D | +20.6% | +47.7% | -27.1% | +14.3% |
| 3M | +11.4% | +34.2% | -22.8% | +6.4% |
| 6M | +42.5% | +13.6% | +29.0% | +38.6% |
| YTD | +18.9% | -30.0% | +48.9% | +21.9% |
| 1Y | +14.2% | -33.9% | +48.1% | +17.9% |
| 3Y | +90.7% | -18.7% | +109.4% | +81.7% |
| 5Y | +52.5% | +5.5% | +47.0% | +34.0% |
| 10Y | +231.2% | +696.2% | -465.0% | +101.8% |
| All | +248.0% | +667.7% | -419.7% | +106.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling