+165.1%
ALLY vs WING
+620.6%
-455.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | +0.3% |
| 7D | -2.1% | -3.9% | +1.8% | -1.4% |
| 30D | +2.0% | +26.6% | -24.6% | -3.8% |
| 3M | -13.3% | +42.5% | -55.8% | -21.0% |
| 6M | -9.9% | +29.4% | -39.3% | -17.1% |
| YTD | -13.5% | -32.8% | +19.2% | -8.7% |
| 1Y | -2.8% | -33.5% | +30.6% | +2.5% |
| 3Y | +63.4% | -23.4% | +86.8% | +51.4% |
| 5Y | -10.9% | -0.4% | -10.4% | -28.5% |
| All | +165.1% | +620.6% | -455.5% | +15.7% |
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