+93.1%
ALLE vs WU
-23.0%
+116.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.3% | +0.7% |
| 7D | +3.6% | -2.0% | +5.6% | +4.0% |
| 30D | +25.9% | +11.4% | +14.5% | +22.4% |
| 3M | +15.8% | -6.8% | +22.6% | +17.3% |
| 6M | +48.1% | -14.6% | +62.7% | +51.9% |
| YTD | +22.0% | -20.6% | +42.6% | +27.4% |
| 1Y | +18.0% | -15.4% | +33.4% | +20.9% |
| 3Y | +93.1% | -23.6% | +116.7% | +105.7% |
| All | +93.1% | -23.0% | +116.1% | +105.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling