+154.4%
ALLY vs WING
+405.9%
-251.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | +3.7% | -3.9% | +7.5% | +4.5% |
| 30D | -2.3% | -11.6% | +9.3% | +0.1% |
| 3M | +3.8% | -24.2% | +28.0% | +9.3% |
| 6M | +9.7% | -54.1% | +63.8% | +28.4% |
| YTD | -1.4% | -53.9% | +52.5% | +14.1% |
| 1Y | +8.2% | -64.4% | +72.6% | +32.1% |
| 3Y | +66.5% | -30.2% | +96.7% | +56.7% |
| 5Y | +1.2% | -34.1% | +35.3% | -9.0% |
| 10Y | +191.4% | +342.1% | -150.7% | +52.9% |
| All | +154.4% | +405.9% | -251.5% | +27.3% |
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