-3.2%
WAT vs ALLY
+1.6%
-4.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -1.3% | +3.7% | -5.0% | -2.4% |
| 30D | +2.3% | -2.3% | +4.6% | +3.0% |
| 3M | +8.7% | +3.8% | +4.9% | +7.3% |
| 6M | +28.3% | +9.7% | +18.6% | +24.4% |
| YTD | +7.8% | -1.4% | +9.2% | +7.8% |
| 1Y | +36.6% | +8.2% | +28.4% | +32.4% |
| 3Y | +45.7% | +66.5% | -20.8% | +22.3% |
| All | -3.2% | +1.6% | -4.8% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling