+33.2%
WAT vs ALLY
-10.0%
+43.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.7% |
| 3M | +11.3% | -13.3% | +24.6% | +16.3% |
| 6M | +37.4% | -6.7% | +44.1% | +39.8% |
| YTD | +21.2% | -12.8% | +34.0% | +25.8% |
| 1Y | +21.3% | +0.7% | +20.7% | +20.4% |
| 3Y | +83.4% | +65.2% | +18.2% | +53.5% |
| All | +33.2% | -10.0% | +43.2% | +29.4% |
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 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