+3.6%
WY vs ALLE
+233.6%
-230.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | -1.1% |
| 7D | -0.8% | -0.6% | -0.1% | -0.3% |
| 30D | +10.6% | +26.6% | -16.0% | -5.4% |
| 3M | -16.6% | +13.2% | -29.8% | -23.4% |
| 6M | -8.6% | +42.9% | -51.5% | -28.7% |
| YTD | -8.4% | +21.0% | -29.5% | -21.1% |
| 1Y | -5.1% | +15.2% | -20.3% | -15.5% |
| 3Y | -21.9% | +95.6% | -117.5% | -53.1% |
| 5Y | -31.3% | +53.4% | -84.7% | -52.3% |
| 10Y | +3.6% | +221.5% | -217.9% | -49.5% |
| All | +3.6% | +233.6% | -230.0% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling