+26.3%
WAT vs ALLY
-1.7%
+28.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.7% |
| 7D | +3.4% | -0.7% | +4.1% | +3.7% |
| 30D | +9.6% | +1.1% | +8.5% | +9.0% |
| 3M | +15.5% | -13.2% | +28.7% | +22.4% |
| 6M | +33.9% | -13.5% | +47.4% | +41.8% |
| YTD | +25.2% | -14.3% | +39.5% | +32.3% |
| 1Y | +26.3% | -1.1% | +27.4% | +25.2% |
| All | +26.3% | -1.7% | +28.0% | +25.2% |
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