-22.3%
WBD vs ALLY
+93.5%
-115.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | -10.3% | +28.1% | +22.0% |
| 7D | +17.8% | -10.3% | +28.1% | +22.0% |
| 30D | +17.8% | -10.3% | +28.1% | +22.0% |
| 3M | +17.8% | -10.3% | +28.1% | +22.0% |
| 6M | +17.8% | -10.3% | +28.1% | +22.0% |
| YTD | +17.8% | -10.3% | +28.1% | +22.0% |
| 1Y | +17.8% | -10.3% | +28.1% | +22.0% |
| 3Y | +17.8% | -10.3% | +28.1% | +22.0% |
| 5Y | +18.4% | -17.0% | +35.4% | +26.5% |
| 10Y | +11.8% | +148.8% | -137.0% | -33.6% |
| All | -22.3% | +93.5% | -115.8% | -51.8% |
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 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