WonderLeak is described as 'native Windows allocation profiler, designed from the ground up to be blazingly fast and handle profiling large multi threaded applications with ease'. There are three alternatives to WonderLeak for a variety of platforms, including Windows, .NET Framework, CLion, Delphi and Qt Creator. The best alternative is Deleaker. Other great apps like WonderLeak are AQtime Pro (Paid) and GlowCode (Paid).
Deleaker is a standalone application and a useful extension for Visual Studio, RAD Studio (Delphi / C++ Builder), and Qt Creator, that helps you to analyze programming errors, many of which are unique to C++, Delphi and .Net. Deleaker is a great tool for C++, Delphi and .