+227.9%
WAB vs ALLY
+1.6%
+226.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -3.2% | +3.7% | -6.9% | -4.4% |
| 30D | -4.4% | -2.3% | -2.2% | -3.7% |
| 3M | +7.9% | +3.8% | +4.0% | +6.3% |
| 6M | +8.7% | +9.7% | -1.0% | +5.0% |
| YTD | +33.0% | -1.4% | +34.4% | +32.7% |
| 1Y | +46.7% | +8.2% | +38.4% | +41.4% |
| 3Y | +153.0% | +66.5% | +86.5% | +105.6% |
| All | +227.9% | +1.6% | +226.3% | +215.5% |
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