+186.0%
ALLY vs WSM
+997.3%
-811.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.0% |
| 7D | -1.9% | +2.6% | -4.6% | -2.9% |
| 30D | -4.5% | -9.3% | +4.8% | -1.0% |
| 3M | -2.8% | +7.1% | -9.9% | -5.6% |
| 6M | +10.3% | +21.7% | -11.4% | +2.0% |
| YTD | -5.7% | +28.7% | -34.4% | -14.9% |
| 1Y | +3.9% | +13.9% | -9.9% | -2.1% |
| 3Y | +64.7% | +232.2% | -167.5% | -4.0% |
| 5Y | -2.6% | +176.4% | -179.0% | -41.8% |
| 10Y | +186.0% | +1,072.4% | -886.4% | -19.6% |
| All | +186.0% | +997.3% | -811.3% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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