+167.2%
ALLY vs WSM
+1,131.4%
-964.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.6% | +0.3% |
| 7D | +0.4% | 0.0% | +0.4% | +0.3% |
| 30D | +5.2% | +5.1% | +0.1% | +3.2% |
| 3M | -13.3% | +5.1% | -18.4% | -15.2% |
| 6M | -6.7% | +48.6% | -55.3% | -20.1% |
| YTD | -12.8% | +44.2% | -57.0% | -24.8% |
| 1Y | +0.7% | +38.1% | -37.4% | -11.8% |
| 3Y | +65.2% | +257.2% | -192.0% | -5.7% |
| 5Y | -10.1% | +165.1% | -175.2% | -45.3% |
| All | +167.2% | +1,131.4% | -964.1% | -23.6% |
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