+270.3%
ALLE vs WU
-16.1%
+286.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.4% |
| 7D | -0.2% | -0.8% | +0.6% | +0.1% |
| 30D | -6.8% | -1.1% | -5.7% | -6.5% |
| 3M | +21.0% | -3.9% | +24.9% | +20.8% |
| 6M | +1.1% | -20.7% | +21.8% | +9.1% |
| YTD | -0.5% | -18.4% | +17.8% | +5.7% |
| 1Y | -7.3% | -8.1% | +0.8% | -7.4% |
| 3Y | +42.3% | -24.2% | +66.4% | +51.0% |
| 5Y | +13.5% | -50.4% | +63.9% | +43.4% |
| 10Y | +144.0% | -40.0% | +184.1% | +173.9% |
| All | +270.3% | -16.1% | +286.4% | +246.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling