+151.1%
ALLE vs WU
-41.4%
+192.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.3% |
| 7D | +2.8% | -0.8% | +3.6% | +3.1% |
| 30D | -7.6% | -1.1% | -6.5% | -7.3% |
| 3M | +22.8% | -1.8% | +24.6% | +21.4% |
| 6M | +4.6% | -23.9% | +28.5% | +14.8% |
| YTD | -1.2% | -20.4% | +19.2% | +6.0% |
| 1Y | -9.1% | -10.6% | +1.4% | -8.3% |
| 3Y | +50.0% | -27.7% | +77.7% | +62.6% |
| 5Y | +15.2% | -51.1% | +66.4% | +47.2% |
| 10Y | +151.1% | -40.7% | +191.8% | +188.8% |
| All | +151.1% | -41.4% | +192.5% | +188.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling