-9.0%
ALLY vs WCC
+139.9%
-148.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.5% |
| 7D | +0.4% | +9.9% | -9.6% | -3.5% |
| 30D | +5.2% | -8.4% | +13.7% | +7.6% |
| 3M | -13.3% | -10.3% | -3.0% | -11.3% |
| 6M | -6.7% | -10.5% | +3.8% | -5.6% |
| YTD | -12.8% | +32.2% | -45.0% | -27.4% |
| 1Y | +0.7% | +25.5% | -24.8% | -14.2% |
| 3Y | +65.2% | +134.7% | -69.5% | -3.8% |
| All | -9.0% | +139.9% | -148.9% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 5y: compounded portfolio wealth divided by compounded WCC 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…
5y analysis · Full analysis span regression · 6 months rolling