+219.0%
WAB vs ALLY
-10.0%
+229.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -1.1% |
| 7D | +5.1% | +0.4% | +4.7% | +4.9% |
| 30D | +4.0% | +5.2% | -1.2% | +2.1% |
| 3M | +0.1% | -13.3% | +13.4% | +4.8% |
| 6M | +12.8% | -6.7% | +19.4% | +14.9% |
| YTD | +40.1% | -12.8% | +52.9% | +45.4% |
| 1Y | +46.4% | +0.7% | +45.7% | +44.8% |
| 3Y | +167.4% | +65.2% | +102.2% | +118.4% |
| All | +219.0% | -10.0% | +229.0% | +232.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling