+421.0%
WELL vs ALLY
+189.4%
+231.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.4% |
| 7D | +4.4% | +0.9% | +3.5% | +4.1% |
| 30D | +10.8% | +3.1% | +7.7% | +9.6% |
| 3M | +4.2% | -12.6% | +16.8% | +8.8% |
| 6M | +14.0% | -12.4% | +26.4% | +18.3% |
| YTD | +33.4% | -13.2% | +46.6% | +37.7% |
| 1Y | +32.4% | +1.8% | +30.6% | +28.7% |
| 3Y | +194.7% | +58.0% | +136.8% | +126.6% |
| 5Y | +226.5% | -8.4% | +234.9% | +198.4% |
| All | +421.0% | +189.4% | +231.7% | +196.3% |
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