+165.1%
ALLY vs WCN
+322.0%
-156.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.2% |
| 7D | -2.1% | +1.2% | -3.3% | -2.7% |
| 30D | +2.0% | +26.4% | -24.4% | -10.2% |
| 3M | -13.3% | +17.5% | -30.9% | -20.7% |
| 6M | -9.9% | +28.7% | -38.6% | -22.1% |
| YTD | -13.5% | +11.5% | -25.1% | -19.7% |
| 1Y | -2.8% | +15.9% | -18.7% | -11.9% |
| 3Y | +63.4% | +51.6% | +11.8% | +20.8% |
| 5Y | -10.9% | +47.9% | -58.8% | -34.4% |
| All | +165.1% | +322.0% | -156.9% | +10.3% |
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