+231.4%
ALNY vs WM
+329.9%
-98.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.3% |
| 7D | -5.2% | +1.2% | -6.3% | -5.6% |
| 30D | -34.8% | +13.7% | -48.5% | -38.3% |
| 3M | -30.1% | +5.2% | -35.3% | -31.9% |
| 6M | -48.6% | +11.2% | -59.8% | -50.6% |
| YTD | -61.9% | +9.4% | -71.3% | -63.2% |
| 1Y | -65.7% | +20.4% | -86.1% | -68.1% |
| 3Y | -6.3% | +44.7% | -51.0% | -19.2% |
| 5Y | -14.0% | +58.5% | -72.4% | -28.9% |
| 10Y | +231.4% | +326.4% | -95.0% | +101.9% |
| All | +231.4% | +329.9% | -98.5% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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