+189.7%
ALLY vs WING
+679.4%
-489.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.4% |
| 7D | +0.9% | +9.0% | -8.1% | -1.0% |
| 30D | +3.1% | +39.9% | -36.9% | -4.8% |
| 3M | -12.6% | +40.4% | -53.0% | -20.0% |
| 6M | -12.4% | +12.9% | -25.3% | -16.7% |
| YTD | -13.2% | -31.1% | +17.9% | -8.7% |
| 1Y | +1.8% | -32.7% | +34.5% | +7.3% |
| 3Y | +58.0% | -19.8% | +77.8% | +44.8% |
| 5Y | -8.4% | +4.0% | -12.4% | -27.2% |
| All | +189.7% | +679.4% | -489.7% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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