+65.2%
ALLY vs WING
-23.4%
+88.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.8% |
| 7D | +0.4% | -2.5% | +2.9% | +0.6% |
| 30D | +5.2% | +29.5% | -24.3% | +2.3% |
| 3M | -13.3% | +40.2% | -53.5% | -16.6% |
| 6M | -6.7% | +32.7% | -39.4% | -10.3% |
| YTD | -12.8% | -32.8% | +20.0% | -10.0% |
| 1Y | +0.7% | -31.7% | +32.4% | +3.6% |
| 3Y | +65.2% | -24.7% | +89.9% | +73.2% |
| All | +65.2% | -23.4% | +88.6% | +73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling