+124.1%
ALLY vs WING
+656.3%
-532.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.7% |
| 3M | -12.6% | +40.4% | -53.0% | -19.9% |
| 6M | -12.4% | +12.9% | -25.3% | -16.7% |
| YTD | -13.2% | -31.1% | +17.9% | -8.8% |
| 1Y | +1.8% | -32.7% | +34.5% | +7.1% |
| 3Y | +58.0% | -19.8% | +77.8% | +45.9% |
| 5Y | -8.4% | +4.0% | -12.4% | -26.0% |
| 10Y | +195.3% | +684.4% | -489.2% | +36.4% |
| All | +124.1% | +656.3% | -532.3% | +1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling