+26.4%
WY vs ALLE
+260.9%
-234.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.2% |
| 7D | -1.7% | -0.2% | -1.5% | -1.6% |
| 30D | -10.1% | -6.8% | -3.3% | -6.2% |
| 3M | -5.1% | +21.0% | -26.2% | -16.5% |
| 6M | -4.8% | +1.1% | -5.9% | -6.5% |
| YTD | -0.2% | -0.5% | +0.3% | -1.8% |
| 1Y | -6.6% | -7.3% | +0.6% | -4.1% |
| 3Y | -22.7% | +42.3% | -65.0% | -41.0% |
| 5Y | -22.2% | +13.5% | -35.7% | -32.8% |
| 10Y | +7.3% | +144.0% | -136.8% | -38.9% |
| All | +26.4% | +260.9% | -234.5% | -36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling