+191.1%
ALLE vs WING
+405.9%
-214.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.1% |
| 7D | -0.2% | -3.9% | +3.6% | +0.3% |
| 30D | -6.8% | -11.6% | +4.8% | -5.5% |
| 3M | +21.0% | -24.2% | +45.2% | +25.0% |
| 6M | +1.1% | -54.1% | +55.2% | +11.1% |
| YTD | -0.5% | -53.9% | +53.4% | +8.3% |
| 1Y | -7.3% | -64.4% | +57.1% | +4.3% |
| 3Y | +42.3% | -30.2% | +72.5% | +37.2% |
| 5Y | +13.5% | -34.1% | +47.6% | +6.4% |
| 10Y | +144.0% | +342.1% | -198.1% | +62.6% |
| All | +191.1% | +405.9% | -214.7% | +83.5% |
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 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