+316.5%
WAB vs ALLY
+98.1%
+218.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.6% |
| 7D | +1.4% | +0.9% | +0.5% | +1.0% |
| 30D | +0.4% | +3.1% | -2.7% | -1.1% |
| 3M | -3.8% | -12.6% | +8.7% | +1.7% |
| 6M | +5.1% | -12.4% | +17.5% | +10.7% |
| YTD | +33.3% | -13.2% | +46.5% | +40.2% |
| 1Y | +39.8% | +1.8% | +38.0% | +36.9% |
| 3Y | +161.1% | +58.0% | +103.1% | +99.6% |
| 5Y | +209.5% | -8.4% | +217.9% | +189.6% |
| 10Y | +293.8% | +195.3% | +98.6% | +91.1% |
| All | +316.5% | +98.1% | +218.5% | +130.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling