+219.2%
ALLE vs WU
-36.0%
+255.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.2% |
| 7D | -0.6% | +11.7% | -12.3% | -5.0% |
| 30D | +25.3% | +12.6% | +12.7% | +19.3% |
| 3M | +10.3% | -0.5% | +10.8% | +10.0% |
| 6M | +38.0% | -18.2% | +56.2% | +46.7% |
| YTD | +17.8% | -19.0% | +36.8% | +25.0% |
| 1Y | +13.6% | -16.7% | +30.3% | +18.9% |
| 3Y | +89.2% | -21.0% | +110.2% | +97.4% |
| 5Y | +51.1% | -41.7% | +92.7% | +76.3% |
| All | +219.2% | -36.0% | +255.2% | +256.0% |
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