+124.7%
ALLY vs WING
+672.3%
-547.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.0% |
| 7D | -2.8% | -0.5% | -2.2% | -2.7% |
| 30D | +1.9% | +32.3% | -30.4% | -4.7% |
| 3M | -12.1% | +50.2% | -62.3% | -20.7% |
| 6M | -9.0% | +31.7% | -40.7% | -16.4% |
| YTD | -12.9% | -29.6% | +16.7% | -9.1% |
| 1Y | -0.1% | -29.7% | +29.6% | +4.0% |
| 3Y | +64.6% | -19.8% | +84.4% | +52.1% |
| 5Y | -10.1% | +3.1% | -13.1% | -27.1% |
| 10Y | +176.7% | +682.9% | -506.2% | +27.7% |
| All | +124.7% | +672.3% | -547.7% | +1.4% |
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 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