+341.4%
WAB vs ALLY
+97.2%
+244.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | +7.9% | -2.1% | +10.0% | +8.9% |
| 30D | +4.9% | +2.0% | +2.9% | +3.8% |
| 3M | +1.8% | -13.3% | +15.1% | +8.0% |
| 6M | +12.0% | -9.9% | +21.8% | +16.4% |
| YTD | +41.3% | -13.5% | +54.8% | +48.8% |
| 1Y | +43.8% | -2.8% | +46.6% | +43.7% |
| 3Y | +171.1% | +63.4% | +107.6% | +104.0% |
| 5Y | +217.7% | -10.9% | +228.6% | +201.4% |
| 10Y | +272.3% | +174.7% | +97.6% | +86.3% |
| All | +341.4% | +97.2% | +244.2% | +144.1% |
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