+34.4%
WAT vs ALLY
-8.7%
+43.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.5% |
| 7D | +0.7% | -2.8% | +3.5% | +1.6% |
| 30D | +9.0% | +1.9% | +7.1% | +8.2% |
| 3M | +13.5% | -12.1% | +25.6% | +18.1% |
| 6M | +35.3% | -9.0% | +44.3% | +38.8% |
| YTD | +24.0% | -12.9% | +36.9% | +28.8% |
| 1Y | +22.0% | -0.1% | +22.0% | +21.3% |
| 3Y | +84.0% | +64.6% | +19.4% | +54.1% |
| 5Y | +34.4% | -10.1% | +44.4% | +31.8% |
| All | +34.4% | -8.7% | +43.0% | +31.8% |
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