+13.7%
WBD vs ALLY
+178.1%
-164.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | -0.2% |
| 7D | -1.7% | -1.9% | +0.3% | -0.8% |
| 30D | +3.9% | -4.5% | +8.3% | +6.1% |
| 3M | +5.1% | -2.8% | +7.9% | +6.1% |
| 6M | +0.6% | +10.3% | -9.7% | -5.6% |
| YTD | -3.2% | -5.7% | +2.5% | -2.2% |
| 1Y | +127.7% | +3.9% | +123.7% | +117.9% |
| 3Y | +146.6% | +64.7% | +81.8% | +84.9% |
| 5Y | +4.2% | -2.6% | +6.8% | -3.2% |
| 10Y | +13.7% | +186.0% | -172.3% | -36.8% |
| All | +13.7% | +178.1% | -164.4% | -36.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling