-23.3%
WY vs ALLE
+94.0%
-117.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.2% |
| 7D | -0.8% | +3.6% | -4.4% | -2.5% |
| 30D | +10.1% | +25.9% | -15.8% | -1.4% |
| 3M | -15.4% | +15.8% | -31.1% | -21.2% |
| 6M | -8.3% | +48.1% | -56.4% | -24.7% |
| YTD | -9.8% | +22.0% | -31.8% | -19.4% |
| 1Y | -3.9% | +18.0% | -21.9% | -12.6% |
| 3Y | -23.3% | +93.1% | -116.4% | -48.8% |
| All | -23.3% | +94.0% | -117.3% | -48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling