+128.0%
ALLY vs WING
+667.7%
-539.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.1% |
| 7D | -1.1% | +14.0% | -15.1% | -4.0% |
| 30D | +4.2% | +47.7% | -43.5% | -4.8% |
| 3M | -12.4% | +34.2% | -46.6% | -18.9% |
| 6M | -8.7% | +13.6% | -22.2% | -13.2% |
| YTD | -11.6% | -30.0% | +18.4% | -7.6% |
| 1Y | +0.2% | -33.9% | +34.1% | +5.9% |
| 3Y | +57.1% | -18.7% | +75.8% | +44.7% |
| 5Y | -6.8% | +5.5% | -12.4% | -24.9% |
| 10Y | +200.4% | +696.2% | -495.8% | +38.3% |
| All | +128.0% | +667.7% | -539.7% | +3.1% |
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