+50.6%
ALLE vs WU
-43.2%
+93.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | +1.6% | -5.3% | +6.8% | +3.2% |
| 30D | +24.1% | +9.0% | +15.1% | +20.7% |
| 3M | +14.8% | -3.6% | +18.4% | +15.6% |
| 6M | +45.9% | -19.4% | +65.3% | +53.5% |
| YTD | +20.7% | -21.7% | +42.4% | +27.9% |
| 1Y | +14.2% | -16.1% | +30.3% | +17.9% |
| 3Y | +90.7% | -24.1% | +114.8% | +100.7% |
| 5Y | +50.6% | -44.1% | +94.7% | +73.7% |
| All | +50.6% | -43.2% | +93.8% | +73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling