+9.6%
WY vs ALLE
+146.0%
-136.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.3% | +1.4% |
| 7D | -1.7% | -2.2% | +0.5% | -0.3% |
| 30D | -9.9% | -8.3% | -1.5% | -4.7% |
| 3M | -7.5% | +16.3% | -23.8% | -17.1% |
| 6M | -5.1% | +1.8% | -6.9% | -7.5% |
| YTD | -2.1% | -3.9% | +1.8% | -1.6% |
| 1Y | -7.3% | -10.0% | +2.7% | -2.9% |
| 3Y | -22.6% | +45.8% | -68.5% | -43.4% |
| 5Y | -19.8% | +13.3% | -33.1% | -31.5% |
| 10Y | +9.6% | +155.3% | -145.7% | -39.6% |
| All | +9.6% | +146.0% | -136.4% | -39.6% |
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