+1,221.5%
WDC vs ALLY
+193.4%
+1,028.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.3% | +5.5% | +5.7% |
| 7D | +1.7% | +3.7% | -1.9% | -0.3% |
| 30D | -10.0% | -2.3% | -7.7% | -8.8% |
| 3M | -18.8% | +3.8% | -22.6% | -20.4% |
| 6M | +79.0% | +9.7% | +69.3% | +69.1% |
| YTD | +171.6% | -1.4% | +173.0% | +170.8% |
| 1Y | +417.4% | +8.2% | +409.1% | +386.6% |
| 3Y | +1,251.8% | +66.5% | +1,185.3% | +861.3% |
| 5Y | +911.7% | +1.2% | +910.5% | +814.6% |
| All | +1,221.5% | +193.4% | +1,028.2% | +578.5% |
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 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