+33.6%
WEC vs ALLY
+1.6%
+32.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -0.3% | +3.7% | -3.9% | -0.5% |
| 30D | -1.3% | -2.3% | +1.0% | -1.1% |
| 3M | -3.9% | +3.8% | -7.8% | -4.3% |
| 6M | -8.3% | +9.7% | -18.0% | -9.1% |
| YTD | +3.1% | -1.4% | +4.5% | +3.0% |
| 1Y | +1.9% | +8.2% | -6.3% | +0.9% |
| 3Y | +41.9% | +66.5% | -24.6% | +32.3% |
| All | +33.6% | +1.6% | +32.0% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling