+194.9%
ALLY vs WING
+742.9%
-547.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.4% | -7.4% | -0.9% |
| 7D | -0.2% | +8.6% | -8.8% | -2.1% |
| 30D | +3.4% | +44.8% | -41.3% | -5.2% |
| 3M | -11.1% | +51.9% | -63.0% | -20.1% |
| 6M | -11.5% | +37.2% | -48.7% | -19.6% |
| YTD | -12.3% | -25.3% | +13.0% | -9.5% |
| 1Y | +1.1% | -25.1% | +26.2% | +3.9% |
| 3Y | +64.8% | -12.9% | +77.7% | +48.2% |
| 5Y | -6.9% | +12.0% | -18.9% | -27.2% |
| 10Y | +194.9% | +716.5% | -521.5% | +27.4% |
| All | +194.9% | +742.9% | -547.9% | +27.4% |
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