-29.1%
WBD vs ALLY
+124.8%
-153.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.6% |
| 7D | -1.8% | +3.7% | -5.5% | -3.6% |
| 30D | +8.8% | -2.3% | +11.0% | +9.9% |
| 3M | +4.6% | +3.8% | +0.8% | +2.2% |
| 6M | +1.1% | +9.7% | -8.6% | -4.8% |
| YTD | -2.0% | -1.4% | -0.6% | -3.1% |
| 1Y | +140.0% | +8.2% | +131.8% | +125.4% |
| 3Y | +144.4% | +66.5% | +77.9% | +83.1% |
| 5Y | -0.2% | +1.2% | -1.4% | -8.6% |
| 10Y | +9.1% | +191.4% | -182.3% | -43.5% |
| All | -29.1% | +124.8% | -153.9% | -61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling