+228.3%
WAT vs ALLY
+174.3%
+54.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | +0.6% | +0.4% | +0.2% | +0.5% |
| 30D | +5.4% | +5.2% | +0.2% | +3.8% |
| 3M | +11.3% | -13.3% | +24.6% | +15.9% |
| 6M | +37.4% | -6.7% | +44.1% | +39.6% |
| YTD | +21.2% | -12.8% | +34.0% | +25.5% |
| 1Y | +21.3% | +0.7% | +20.7% | +20.5% |
| 3Y | +83.4% | +65.2% | +18.2% | +55.4% |
| 5Y | +29.0% | -10.1% | +39.1% | +24.5% |
| All | +228.3% | +174.3% | +54.0% | +136.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling