+27.3%
WAT vs ALLY
+4.2%
+23.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.8% | -2.1% | +0.2% |
| 7D | -1.9% | +2.4% | -4.3% | -2.9% |
| 30D | +6.2% | +5.6% | +0.7% | +3.9% |
| 3M | +18.1% | -11.7% | +29.8% | +24.2% |
| 6M | +54.9% | -7.0% | +61.9% | +58.8% |
| YTD | +23.1% | -10.4% | +33.6% | +27.5% |
| 1Y | +27.3% | +2.4% | +24.9% | +25.4% |
| All | +27.3% | +4.2% | +23.1% | +25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling