+695.1%
WDC vs ALLY
+182.4%
+512.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.6% | +6.7% | +7.5% |
| 7D | -3.2% | -2.8% | -0.5% | -1.5% |
| 30D | -19.0% | +1.9% | -20.9% | -19.9% |
| 3M | -28.4% | -12.1% | -16.3% | -23.7% |
| 6M | -39.2% | -9.0% | -30.2% | -36.6% |
| YTD | +82.1% | -12.9% | +95.0% | +93.3% |
| 1Y | +84.7% | -0.1% | +84.7% | +82.1% |
| 3Y | +825.6% | +64.6% | +761.1% | +561.1% |
| 5Y | +608.2% | -10.1% | +618.2% | +582.6% |
| 10Y | +695.1% | +176.7% | +518.4% | +336.2% |
| All | +695.1% | +182.4% | +512.7% | +336.2% |
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 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