+285.3%
WAB vs ALLY
+201.0%
+84.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.2% | +4.7% |
| 7D | +4.0% | -0.2% | +4.2% | +4.0% |
| 30D | +4.5% | +3.4% | +1.0% | +2.8% |
| 3M | +2.3% | -11.1% | +13.3% | +7.4% |
| 6M | +12.5% | -11.5% | +24.0% | +17.9% |
| YTD | +40.2% | -12.3% | +52.5% | +46.8% |
| 1Y | +45.2% | +1.1% | +44.1% | +42.6% |
| 3Y | +171.8% | +64.8% | +107.0% | +103.3% |
| 5Y | +217.6% | -6.9% | +224.5% | +196.1% |
| 10Y | +285.3% | +194.9% | +90.4% | +91.3% |
| All | +285.3% | +201.0% | +84.3% | +91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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