+17.7%
ALLE vs WU
-18.0%
+35.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.4% | -3.7% | +0.6% |
| 7D | +6.7% | +8.2% | -1.6% | +4.9% |
| 30D | +25.4% | +8.0% | +17.4% | +23.5% |
| 3M | +16.9% | -6.6% | +23.6% | +17.9% |
| 6M | +46.6% | -23.3% | +69.8% | +51.7% |
| YTD | +22.4% | -22.4% | +44.8% | +26.8% |
| 1Y | +17.7% | -18.0% | +35.7% | +20.7% |
| All | +17.7% | -18.0% | +35.7% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 1y: compounded portfolio wealth divided by compounded WU 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…
1y analysis · Full analysis span regression · 6 months rolling