+186.0%
ALLY vs WCN
+235.4%
-49.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.4% |
| 7D | -1.9% | -1.7% | -0.2% | -1.0% |
| 30D | -4.5% | -3.0% | -1.5% | -3.0% |
| 3M | -2.8% | +2.5% | -5.4% | -4.8% |
| 6M | +10.3% | -5.7% | +16.0% | +12.6% |
| YTD | -5.7% | -7.4% | +1.8% | -3.1% |
| 1Y | +3.9% | -8.6% | +12.6% | +7.3% |
| 3Y | +64.7% | +19.4% | +45.3% | +39.7% |
| 5Y | -2.6% | +27.2% | -29.8% | -22.7% |
| 10Y | +186.0% | +238.5% | -52.5% | +43.3% |
| All | +186.0% | +235.4% | -49.4% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling