+20.2%
ALLY vs WETO
-99.4%
+119.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.1% | -6.2% | +0.8% |
| 7D | -3.3% | -19.9% | +16.6% | -3.3% |
| 30D | -4.1% | -42.7% | +38.6% | -4.6% |
| 3M | +1.4% | -97.7% | +99.1% | +3.6% |
| 6M | +14.4% | -94.4% | +108.8% | +12.8% |
| YTD | -4.9% | -97.0% | +92.1% | -4.9% |
| 1Y | +5.5% | -98.9% | +104.4% | +7.9% |
| All | +20.2% | -99.4% | +119.6% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 3y: compounded portfolio wealth divided by compounded WETO 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…
3y analysis · Full analysis span regression · 6 months rolling