+96.8%
ALLY vs WCC
+253.0%
-156.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -2.8% |
| 7D | +0.9% | -14.7% | +15.6% | +8.0% |
| 30D | +3.1% | -20.1% | +23.1% | +13.3% |
| 3M | -12.6% | -21.2% | +8.6% | -4.2% |
| 6M | -12.4% | -19.2% | +6.7% | -6.8% |
| YTD | -13.2% | +20.2% | -33.4% | -26.2% |
| 1Y | +1.8% | +14.5% | -12.6% | -11.4% |
| 3Y | +58.0% | +115.1% | -57.2% | -10.3% |
| 5Y | -8.4% | +121.5% | -129.9% | -52.2% |
| 10Y | +195.3% | +468.1% | -272.9% | -29.2% |
| All | +96.8% | +253.0% | -156.1% | -45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling