+58.0%
ALLY vs WSM
+245.0%
-187.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.1% |
| 7D | +0.9% | +0.5% | +0.4% | +0.7% |
| 30D | +3.1% | +6.0% | -2.9% | +1.1% |
| 3M | -12.6% | +3.2% | -15.8% | -13.6% |
| 6M | -12.4% | +37.1% | -49.6% | -21.3% |
| YTD | -13.2% | +44.2% | -57.3% | -23.2% |
| 1Y | +1.8% | +34.2% | -32.4% | -8.1% |
| 3Y | +58.0% | +249.3% | -191.3% | -6.2% |
| All | +58.0% | +245.0% | -187.1% | -6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling