+20.6%
ALLY vs WETO
-99.4%
+119.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.3% |
| 7D | +1.0% | -57.2% | +58.3% | +1.0% |
| 30D | -3.3% | -48.8% | +45.5% | -3.8% |
| 3M | +0.5% | -97.7% | +98.1% | +2.5% |
| 6M | +12.6% | -94.3% | +106.9% | +10.9% |
| YTD | -4.7% | -97.0% | +92.4% | -4.6% |
| 1Y | +5.2% | -98.9% | +104.1% | +7.7% |
| All | +20.6% | -99.4% | +119.9% | +26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling