+30.8%
WAT vs ALLY
-9.5%
+40.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.5% |
| 7D | -1.1% | +0.9% | -2.0% | -1.5% |
| 30D | +5.0% | +3.1% | +1.9% | +3.9% |
| 3M | +14.5% | -12.6% | +27.1% | +19.3% |
| 6M | +30.9% | -12.4% | +43.4% | +36.0% |
| YTD | +20.5% | -13.2% | +33.6% | +25.3% |
| 1Y | +23.3% | +1.8% | +21.5% | +21.9% |
| 3Y | +81.5% | +58.0% | +23.5% | +53.8% |
| All | +30.8% | -9.5% | +40.3% | +27.2% |
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 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