+583.6%
WDC vs ALLY
+189.4%
+394.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.5% |
| 7D | -28.0% | +0.9% | -28.9% | -28.5% |
| 30D | -34.9% | +3.1% | -38.0% | -36.2% |
| 3M | -41.6% | -12.6% | -29.0% | -37.6% |
| 6M | -45.4% | -12.4% | -32.9% | -42.0% |
| YTD | +53.3% | -13.2% | +66.4% | +62.8% |
| 1Y | +61.5% | +1.8% | +59.7% | +57.5% |
| 3Y | +712.3% | +58.0% | +654.4% | +493.7% |
| 5Y | +524.2% | -8.4% | +532.7% | +495.1% |
| All | +583.6% | +189.4% | +394.2% | +283.9% |
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