+221.5%
ALLE vs WU
-36.4%
+257.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +2.9% |
| 7D | -0.6% | +9.1% | -9.7% | -4.2% |
| 30D | +26.6% | +12.1% | +14.5% | +20.8% |
| 3M | +13.2% | +0.3% | +12.8% | +12.5% |
| 6M | +42.9% | -19.1% | +62.0% | +52.6% |
| YTD | +21.0% | -19.2% | +40.3% | +28.7% |
| 1Y | +15.2% | -15.3% | +30.4% | +19.6% |
| 3Y | +95.6% | -21.3% | +116.9% | +104.4% |
| 5Y | +53.4% | -41.7% | +95.1% | +79.0% |
| 10Y | +221.5% | -36.0% | +257.5% | +250.5% |
| All | +221.5% | -36.4% | +257.9% | +250.5% |
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